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.
"Using quantile regression for duration analysis,"
AStA Advances in Statistical Analysis,
Springer, vol. 90(1), pages 105-120, March.
- 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.
- 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.
- 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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- Fitzenberger, Bernd & Wilke, Ralf A., 2004.
"Unemployment Durations in West-Germany Before and After the Reform of the Unemployment Compensation System During the 1980s,"
ZEW Discussion Papers
04-24, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Bernd Fitzenberger & Ralf A. Wilke, 2010. "Unemployment Durations in West Germany Before and After the Reform of the Unemployment Compensation System during the 1980s," German Economic Review, Verein für Socialpolitik, vol. 11, pages 336-366, 08.
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- Dabrowska, D. M., 1995. "Nonparametric Regression with Censored Covariates," Journal of Multivariate Analysis, Elsevier, vol. 54(2), pages 253-283, August.
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