IDEAS home Printed from
   My bibliography  Save this article

To move or not to move to find a new job: spatial duration time model with dynamic covariate effects


  • Göran Kauermann
  • Nina Westerheide


The aim of this paper is to show the flexibility and capacity of penalized spline smoothing as estimation routine for modelling duration time data. We analyse the unemployment behaviour in Germany between 2000 and 2004 using a massive database from the German Federal Employment Agency. To investigate dynamic covariate effects and differences between competing job markets depending on the distance between former and recent working place, a functional duration time model with competing risks is used. It is build upon a competing hazard function where some of the smooth covariate effects are allowed to vary with unemployment duration. The focus of our analysis is on contrasting the spatial, economic and individual covariate effects of the competing job markets and on analysing their general influence on the unemployed's re-employment probabilities. As a result of our analyses, we reveal differences concerning gender, age and education. We also discover an effect between the newly formed and the old West German states. Moreover, the spatial pattern between the considered job markets differs.

Suggested Citation

  • Göran Kauermann & Nina Westerheide, 2012. "To move or not to move to find a new job: spatial duration time model with dynamic covariate effects," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(5), pages 995-1009, October.
  • Handle: RePEc:taf:japsta:v:39:y:2012:i:5:p:995-1009
    DOI: 10.1080/02664763.2011.634394

    Download full text from publisher

    File URL:
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:japsta:v:39:y:2012:i:5:p:995-1009. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Chris Longhurst). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.