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Stochastic processes of limited frequency and the effects of oversampling

Author

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  • Arkadiusz Szydlowski

Abstract

We provide first set estimates for benefit elasticity of median unemployment duration that are robust to assumptions on the censoring mechanism.

Suggested Citation

  • Arkadiusz Szydlowski, 2017. "Stochastic processes of limited frequency and the effects of oversampling," Discussion Papers in Economics 17/04, Division of Economics, School of Business, University of Leicester.
    • Handle: RePEc:lec:leecon:17/04
    as

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    File URL: https://www.le.ac.uk/economics/research/RePEc/lec/leecon/dp17-04.pdf
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    References listed on IDEAS

    as
    1. Amit Gandhi Gandhi & Zhentong Lu & Xiaoxia Shi, 2013. "Estimating demand for differentiated products with error in market shares," CeMMAP working papers 03/13, Institute for Fiscal Studies.
    2. Raj Chetty, 2008. "Moral Hazard versus Liquidity and Optimal Unemployment Insurance," Journal of Political Economy, University of Chicago Press, vol. 116(2), pages 173-234, April.
    3. Khan, Shakeeb & Tamer, Elie, 2009. "Inference on endogenously censored regression models using conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 152(2), pages 104-119, October.
    4. Koenker R. & Geling O., 2001. "Reappraising Medfly Longevity: A Quantile Regression Survival Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 458-468, June.
    5. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2011. "Sharpness in randomly censored linear models," Economics Letters, Elsevier, vol. 113(1), pages 23-25, October.
    6. Raj Chetty, 2008. "Moral Hazard versus Liquidity and Optimal Unemployment Insurance," Journal of Political Economy, University of Chicago Press, vol. 116(2), pages 173-234, April.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    quantile regression; partial identification; unemployment duration;
    All these keywords.

    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • J64 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Unemployment: Models, Duration, Incidence, and Job Search
    • C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies

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