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La modélisation économétrique des transitions individuelles sur le marché du travail

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Listed:
  • Jean-Pierre Florens
  • Denis Fougère
  • Thierry Kamionka
  • Michel Mouchart

Abstract

[fre] La modélisation économétrique des transitions individuelles sur le marché du travail, . par Jean-Pierre Florens, Denis Fougère, Thierry Kamionka et Michel Mouchait.. . Cet article propose une présentation générale, et assez peu technique, des modèles économétriques actuellement utilisés pour analyser les mobilités individuelles sur le marché du travail. Le point de vue général est de présenter ces modèles dans le cadre des processus ponctuels, c'est-à-dire des processus aléatoires en temps continu avec espace d'états fini. Le formalisme mathématique est maintenu à un minimum compatible avec une compréhension raisonnable des difficultés du sujet, et une attention particulière est donnée à la motivation des principaux concepts de base. La première partie de l'exposé est consacrée aux problèmes relatifs à la modélisation et les problèmes d'inférence sont à peine évoqués. Par la suite, sont rappelées quelques modélisations structurelles conduisant aux spécifications économétriques présentées au début de l'exposé, et nous insistons sur des exemples d'utilisation relatifs au marché français du travail. Enfin, parmi les divers problèmes de spécification et de traitement statistique, nous avons choisi de présenter ceux découlant de la prise en compte de l'hétérogénéité non observée et ceux résultant d'un mécanisme d'échantillonnage endogène. [spa] La modelización econométrica de las transiciones individuales en el mercado de trabajo, . por Jean-Pierre Florens, Denis Fougère, Thierry Kamionka y Michel Mouchart.. . Este artículo propone una presentación general y no demasiado técnica de los modelos econométricos actualmente utilizados para analizar la movilidad individual en el mercado de trabajo. El punto de vista general consiste en presentar estos modelos en el marco de procesos puntuales, o sea procesos aleatorios que se desarrollan en tiempo contínuo con espacio de estados finite. El formalismo matemático se mantiene a un mínimo compatible con la debida comprensión de las dificultades del tema, y se presta una atención particular a los principales conceptos de base. En la primera parte del artículo se consideran los problemas relativos a la modelización mientras que los problemas de inferencia son tan sólo evocados. Más adelante se recuerdan algunas modelizaciones estructurales que conducen a especificaciones econométricas presentadas al principio del artículo y ponemos énfasis en algunos ejemplos de aplicación al mercado de trabajo francés. Por último entre los diversos problemas de especificación y de procesamiento estadístico hemos optado en presentar aquellos que surgen cuando se toma en consideración la heterogeneidad no observable, y además aquellos que resultan de un mecanismo de muestreo endógeno. [ger] Die ökonometrische ModeUierung der individuellen Übergänge auf dem Arbeitsmarkt, . von Jean-Pierre Florens, Denis Fougère, Thierry Kamionka und Michel Mouchait.. . Dieser Artikel enthält eine allgemeine und wenig technische Darstellung der ökonometrischen Modelle, die derzeit zur Analyse der individuellen Mobilität auf dem Arbeitsmarkt zur Anwendung kommen. Den allgemeinen Rahmen für die Erörterung dieser Modelle bilden punktuelle Prozesse, das heißt aleatorische Prozesse in einem kontinuierlichen Zeitablauf mit endlichem Zustandsraum. Die mathematische Formalisierung wird hierbei auf ein Mindestmaß beschränkt, das mit einem angemessenen Verständnis der Schwierigkeiten dieses Themas vereinbar ist. Eine besondere Aufmerksamkeit gilt der Begründung der wichtigsten Grundkonzepte. Der erste Teil des Artikels ist den Schwierigkeiten bei der Modellierung gewidmet, wobei auf die Inferenzprobleme kaum eingegangen wird. Anschließend wird an einige strukturelle Modellierungen erinnert, die zu den am Anfang des Artikels präsentierten ökonometrischen Spezifikationen führen, wobei wir auf Beispiele für die Anwendung auf dem französischen Arbeitsmarkt hinweisen. Von den verschiedenen Problemen bei der Spezifizierung und statistischen Behandlung haben wir zur Erörterung schließlich diejenigen gewählt, die sich einerseits aus der Berücksichtigung der nicht beobachteten Heterogenität und andererseits aus einem Mechanismus des endogenen Stichprobenverfahrens ergeben. [eng] The Econometric Modelling of Individual Transitions on the Labour Market, . by Jean-Pierre Florens, Denis Fougère, Thierry Kamionka and Michel Mouchart.. . This paper presents recent econometric models of individual mobility on the labour market. The general framework is given by the theory of point processes, which are continuous-time finite state space processes. We keep the mathematical formalism at the lowest possible level and specific attention is paid to the main basic concepts. The first part of the paper is devoted to specification problems, but the inference of the introduced models is not addressed in depth. Some structural models leading to point processes are presented and some applications for the French labour market are summarized. The last part of the paper considers the introduction of unobservable heterogeneity and endogenous sampling in specification and inference analysis.

Suggested Citation

  • Jean-Pierre Florens & Denis Fougère & Thierry Kamionka & Michel Mouchart, 1994. "La modélisation économétrique des transitions individuelles sur le marché du travail," Économie et Prévision, Programme National Persée, vol. 116(5), pages 181-217.
  • Handle: RePEc:prs:ecoprv:ecop_0249-4744_1994_num_116_5_5706
    DOI: 10.3406/ecop.1994.5706
    Note: DOI:10.3406/ecop.1994.5706
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    Cited by:

    1. Jules-Alain Ngan, 2020. "The Part-time Workers Mobility [La mobilité des salariés à temps partiel]," Working Papers hal-03112078, HAL.
    2. Jules-Alain Ngan, 2020. "The Part-Time Workers Mobility [La mobilité des salariés à temps partiel]," Working Papers hal-03114702, HAL.
    3. Alain Bigard & Yves Guillotin, 1996. "Carrières professionnelles, carrières salariales : la notion d'itinéraire caractéristique," Économie et Statistique, Programme National Persée, vol. 299(1), pages 73-89.
    4. Daniel Verger, 1996. "Aux sources des carrières salariales et de l'emploi : les firmes et les salariés," Économie et Statistique, Programme National Persée, vol. 299(1), pages 3-20.

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