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Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data

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Author Info
Horny, Guillaume () (Bank of France)
Mendes, Rute () (University of Turin)
van den Berg, Gerard J. () (University of Mannheim)

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Abstract

We study job durations using a multivariate hazard model allowing for worker-specific and firm-specific unobserved determinants. The latter are captured by unobserved heterogeneity terms or random effects, one at the firm level and another at the worker level. This enables us to decompose the variation in job durations into the relative contribution of the worker and the firm. We also allow the unobserved terms to be correlated. For the empirical analysis we use a Portuguese longitudinal matched employer-employee data set. The model is estimated with a Bayesian Markov Chain Monte Carlo (MCMC) estimation method. The results imply that firm characteristics explain around 30% of the variation in log job durations. In addition, we find a positive correlation between unobserved worker and firm characteristics.

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Publisher Info
Paper provided by Institute for the Study of Labor (IZA) in its series IZA Discussion Papers with number 3992.

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Length: 30 pages
Date of creation: Feb 2009
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Handle: RePEc:iza:izadps:dp3992

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Related research
Keywords: job transitions; assortative matching; Gibbs sampling; frailties; dynamic models; matched employer-employee data;

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Find related papers by JEL classification:
C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Bayesian Analysis
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis
J20 - Labor and Demographic Economics - - Demand and Supply of Labor - - - General
J41 - Labor and Demographic Economics - - Particular Labor Markets - - - Labor Contracts
J62 - Labor and Demographic Economics - - Mobility, Unemployment, and Vacancies - - - Job, Occupational and Intergenerational Mobility; Promotion

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Dostie, Benoit, 2005. "Job Turnover and the Returns to Seniority," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 192-199, April. [Downloadable!] (restricted)
    Other versions:
  2. Van den Berg, Gerard J., 2001. "Duration models: specification, identification and multiple durations," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460 Elsevier. [Downloadable!] (restricted)
    Other versions:
  3. José Vieira & Ana Cardoso & Miguel Portela, 2005. "Gender segregation and the wage gap in Portugal: an analysis at the establishment level," Journal of Economic Inequality, Springer, vol. 3(2), pages 145-168, August. [Downloadable!] (restricted)
  4. Johnson, William R, 1978. "A Theory of Job Shopping," The Quarterly Journal of Economics, MIT Press, vol. 92(2), pages 261-78, May. [Downloadable!] (restricted)
  5. Farber, Henry S., 1999. "Mobility and stability: The dynamics of job change in labor markets," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 37, pages 2439-2483 Elsevier. [Downloadable!] (restricted)
  6. Leonardo Grilli, 2005. "The random-effects proportional hazards model with grouped survival data: a comparison between the grouped continuous and continuation ratio versions," Journal Of The Royal Statistical Society Series A, Royal Statistical Society, vol. 168(1), pages 83-94. [Downloadable!] (restricted)
  7. Light, Audrey & Ureta, Manuelita, 1992. "Panel Estimates of Male and Female Job Turnover Behavior: Can Female Nonquitters Be Identified?," Journal of Labor Economics, University of Chicago Press, vol. 10(2), pages 156-81, April. [Downloadable!] (restricted)
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