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Nonparametric Estimation of a Dependent Competing Risks Model for Unemployment Durations

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Author Info

  • van den Berg, Gerard J.

    ()
    (University of Mannheim)

  • van Lomwel, A. Gijsbert C.

    ()
    (Tilburg University)

  • van Ours, Jan C.

    ()
    (Tilburg University)

Abstract

In this paper we simultaneously analyze transitions from unemployment to employment and to nonparticipation. We estimate a dependent competing risks model with nonparametric specifications of the destination-specific duration dependence and unobserved heterogeneity terms. We use a unique population data set of French unemployment over the period 1988- 1994, stratified by gender type, duration class and exit state.

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Bibliographic Info

Paper provided by Institute for the Study of Labor (IZA) in its series IZA Discussion Papers with number 898.

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Length: 14 pages
Date of creation: Oct 2003
Date of revision:
Publication status: published in: Empirical Economics, 2008, 34 (3), 477-491
Handle: RePEc:iza:izadps:dp898

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Keywords: unobserved heterogeneity; exit rate; hazard rate; duration dependence; nonparticipation;

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References

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  1. van den Berg, Gerard J. & van der Klaauw, Bas, 2001. "Combining micro and macro unemployment duration data," Journal of Econometrics, Elsevier, vol. 102(2), pages 271-309, June.
  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.
  3. Abbring, J.H. & Berg, G. van den & Ours, J.C. van, 2002. "The anatomy of unemployment dynamics," Open Access publications from Tilburg University urn:nbn:nl:ui:12-91479, Tilburg University.
  4. Machin, Stephen & Manning, Alan, 1999. "The causes and consequences of longterm unemployment in Europe," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 47, pages 3085-3139 Elsevier.
  5. Berg, G.J. & Ours, J.C., 1993. "Unemployment dynamics and duration dependence," Serie Research Memoranda 0022, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  6. Flinn, Christopher J & Heckman, James J, 1983. "Are Unemployment and Out of the Labor Force Behaviorally Distinct Labor Force States?," Journal of Labor Economics, University of Chicago Press, vol. 1(1), pages 28-42, January.
  7. Jaap H. Abbring & Gerard J. van den Berg, 2003. "The identifiability of the mixed proportional hazards competing risks model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 701-710.
  8. Berg, G. van den & Ours, J.C. van, 1996. "Unemployment dynamics and duration dependence," Open Access publications from Tilburg University urn:nbn:nl:ui:12-86874, Tilburg University.
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Citations

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Cited by:
  1. Daniela-Emanuela Dănăcică, 2011. "Incidence And Unemployment Duration In The Oltenia Region," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 2, pages 42-55, May.
  2. Agne Lauzadyte, 2007. "A Statistical Programme Assignment Model," Economics Working Papers 2007-18, School of Economics and Management, University of Aarhus.

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