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Analysing incomplete individual employment histories using indirect inference

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Author Info

  • Magnac

    (Station d'économie et de sociologie rurales de paris, INRA)

  • Robin

    (Station d'économie et de sociologie rurales de paris, INRA)

  • Visser

    (Station d'économie et de sociologie rurales de paris, INRA)

Abstract

Dans cet article, on applique les méthodes d'inférence indirecte pour estimer les paramètres de modèles de transition semi-markoviens soumis à des formes complexes de censure, telles que celles qui apparaissent dans certaines enquêtes de panel comme l'enquête Emploi de l'INSEE. La méthode du maximum de vraisemblance peut alors, dans ce cas, s'avérer particulièrement difficile à mettre en oeuvre. Cette méthodologie économétrique est d'abord testée sur des données simulées pour diverses hypothèses de spécification des lois des durées entre chaque transition. Elle est ensuite appliquée à l'analyse des transitions entre emplois salariés et indépendants d'une part, et chômage d'autre part, à partir des données de l'enquête Emploi de 1986-1988.

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Bibliographic Info

Paper provided by Institut National de la Recherche Agronomique, France in its series Working Papers with number 153761.

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Length: 153-169
Date of creation: 1995
Date of revision:
Publication status: Published in Journal of Applied Econometrics
Handle: RePEc:inr:wpaper:153761

Note: Egalement paru dans : Série des documents de travail du CREST et du département de la Recherche de l'INSEE ; 9458
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Related research

Keywords: modèle; donnée de panel; maximum de vraisemblance; historique; chaîne de markovsalarie; duréemarché de l'emploi; travailleur indépendant; chomeur;

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Cited by:
  1. GOBILLON Laurent & SELOD Harris, 2007. "The effects of segregation and spatial mismatch on unemployment: evidence from France," Research Unit Working Papers, Laboratoire d'Economie Appliquee, INRA 0702, Laboratoire d'Economie Appliquee, INRA.
  2. Bo Honore & Aureo de Paula, 2014. "Interdependent durations in joint retirement," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP08/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. Emi Nakamura & Dawit Zerom, 2009. "Accounting for Incomplete Pass-Through," NBER Working Papers 15255, National Bureau of Economic Research, Inc.
  4. Andrey Launov & Klaus Wälde, 2013. "Estimating Incentive And Welfare Effects Of Nonstationary Unemployment Benefits," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54, pages 1159-1198, November.
  5. Melissa Tartari, 2006. "Divorce and the cognitive achievement of children," 2006 Meeting Papers, Society for Economic Dynamics 32, Society for Economic Dynamics.
  6. Mark Yuying An & Ming Liu, 2000. "Using Indirect Inference To Solve The Initial-Conditions Problem," The Review of Economics and Statistics, MIT Press, vol. 82(4), pages 656-667, November.
  7. Fatih Guvenen & Anthony Smith, 2013. "Inferring labor income risk and partial insurance from economic choices," Staff Report, Federal Reserve Bank of Minneapolis 485, Federal Reserve Bank of Minneapolis.

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