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Simple nonparametric estimators for unemployment duration analysis

Author

Listed:
  • Wichert, Laura
  • Wilke, Ralf A.

Abstract

"We consider an extension of conventional univariate Kaplan-Meier type estimators for the hazard rate and the survivor function to multivariate censored data with a censored random regressor. It is an Akritas (1994) type estimator which adapts the nonparametric conditional hazard rate estimator of Beran (1981) to more typical data situations in applied analysis. We show with simulations that the estimator has nice finite sample properties and our implementation appears to be fast. As an application we estimate nonparametric conditional quantile functions with German administrative unemployment duration data." (Author's abstract, IAB-Doku) ((en))

Suggested Citation

  • Wichert, Laura & Wilke, Ralf A., 2007. "Simple nonparametric estimators for unemployment duration analysis," FDZ-Methodenreport 200709 (en), Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    • Handle: RePEc:iab:iabfme:200709(en)
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