Simple nonparametric estimators for unemployment duration analysis
"We consider an extension of conventional univariate Kaplan-Meier type estimators for the hazard rate and the survivor function to multivariate censored data with a censored random regressor. It is an Akritas (1994) type estimator which adapts the nonparametric conditional hazard rate estimator of Beran (1981) to more typical data situations in applied analysis. We show with simulations that the estimator has nice finite sample properties and our implementation appears to be fast. As an application we estimate nonparametric conditional quantile functions with German administrative unemployment duration data." (Author's abstract, IAB-Doku) ((en)) Additional Information Appendix for the FDZ-Methodenreport No. 09/2007: Programme.zip
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- Bernd Fitzenberger & Ralf Wilke, 2006.
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ZEW Discussion Papers
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- Fitzenberger, Bernd & Wilke, Ralf, 2007.
"New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work,"
IZA Discussion Papers
2609, Institute for the Study of Labor (IZA).
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- Martin Biewen & Ralf Wilke, 2005.
"Unemployment duration and the length of entitlement periods for unemployment benefits: do the IAB employment subsample and the German Socio-Economic Panel yield the same results?,"
AStA Advances in Statistical Analysis,
Springer, vol. 89(2), pages 209-236, June.
- Biewen, Martin & Wilke, Ralf A., 2005. "Unemployment Duration and the Length of Entitlement Periods for Unemployment Benefits: Do the IAB Employment Subsample and the German Socio-Economic Panel Yield the Same Results?," ZEW Discussion Papers 05-05, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
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