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Job durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee data

  • Horny, Guillaume

    ()

    (Bank of France)

  • Mendes, Rute

    (Tinbergen Institute Amsterdam)

  • van den Berg, Gerard J

    (IFAU - Insitute for Labour Market Policy Evaluation)

We study job durations using a multivariate hazard model allowing for workerspecific and firm-specific unobserved determinants. The latter are captured by unobserved heterogeneity terms or random effects, one at the firm level and another at the worker level. This enables us to decompose the variation in job durations into the relative contribution of the worker and the firm. We also allow the unobserved terms to be correlated. For the empirical analysis we use a Portuguese longitudinal matched employer-employee data set. The model is estimated with a Bayesian Markov Chain Monte Carlo (MCMC) estimation method. The results imply that firm characteristics explain around 30% of the variation in log job durations. In addition, we find a positive correlation between unobserved worker and firm characteristics.

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Paper provided by IFAU - Institute for Evaluation of Labour Market and Education Policy in its series Working Paper Series with number 2009:4.

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Length: 28 pages
Date of creation: 02 Feb 2009
Date of revision:
Publication status: Published as Horny, Guillaume, Rute Mendes and Gerard J van den Berg, 'Job durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee data' in Journal of Business and Economic Statistics, 2012, pages 468-480.
Handle: RePEc:hhs:ifauwp:2009_004
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  1. Farber, Henry S., 1999. "Mobility and stability: The dynamics of job change in labor markets," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 37, pages 2439-2483 Elsevier.
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  10. José Vieira & Ana Cardoso & Miguel Portela, 2005. "Gender segregation and the wage gap in Portugal: an analysis at the establishment level," Journal of Economic Inequality, Springer, vol. 3(2), pages 145-168, August.
  11. Light, Audrey & Ureta, Manuelita, 1992. "Panel Estimates of Male and Female Job Turnover Behavior: Can Female Nonquitters Be Identified?," Journal of Labor Economics, University of Chicago Press, vol. 10(2), pages 156-81, April.
  12. L. Randall Wray & Stephanie Bell, 2004. "Introduction," Chapters, in: Credit and State Theories of Money, chapter 1 Edward Elgar.
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  14. Johnson, William R, 1978. "A Theory of Job Shopping," The Quarterly Journal of Economics, MIT Press, vol. 92(2), pages 261-78, May.
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