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Estimating labour market transitions and continuations using repeated cross sectional data

  • Brochu, Pierre

This paper proposes a population cohort approach for estimating labour market continuations (or transitions) using repeated cross sectional data. This approach allows for the construction of consistent standard errors that account for the full variability of cross sectional data.

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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 111 (2011)
Issue (Month): 1 (April)
Pages: 84-87

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Handle: RePEc:eee:ecolet:v:111:y:2011:i:1:p:84-87
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  1. Andrew Heisz, 2005. "The evolution of job stability in Canada: trends and comparisons with U.S. results," Canadian Journal of Economics, Canadian Economics Association, vol. 38(1), pages 105-127, February.
  2. David Neumark & Daniel Polsky & Daniel Hansen, 1997. "Has Job Stability Declined Yet? New Evidence for the 1990's," NBER Working Papers 6330, National Bureau of Economic Research, Inc.
  3. Diebold, Francis X & Neumark, David & Polsky, Daniel, 1997. "Job Stability in the United States," Journal of Labor Economics, University of Chicago Press, vol. 15(2), pages 206-33, April.
  4. Deaton, Angus, 1985. "Panel data from time series of cross-sections," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 109-126.
  5. Pierre Brochu, 2013. "The source of the new Canadian job stability patterns," Canadian Journal of Economics, Canadian Economics Association, vol. 46(2), pages 412-440, May.
  6. Baker, Michael, 1992. "Unemployment Duration: Compositional Effects and Cyclical Variability," American Economic Review, American Economic Association, vol. 82(1), pages 313-21, March.
  7. Stephen R. G. Jones & W. Craig Riddell, 1999. "The Measurement of Unemployment: An Empirical Approach," Econometrica, Econometric Society, vol. 67(1), pages 147-162, January.
  8. Kenneth A. Swinnerton & Howard Wial, 1995. "Is job stability declining in the U.S. economy?," Industrial and Labor Relations Review, ILR Review, Cornell University, ILR School, vol. 48(2), pages 293-304, January.
  9. Moffitt, Robert, 1993. "Identification and estimation of dynamic models with a time series of repeated cross-sections," Journal of Econometrics, Elsevier, vol. 59(1-2), pages 99-123, September.
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