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Analysing incomplete individual employment histories using indirect inference

  • Magnac

    (Station d'économie et de sociologie rurales de paris, INRA)

  • Robin

    (Station d'économie et de sociologie rurales de paris, INRA)

  • Visser

    (Station d'économie et de sociologie rurales de paris, INRA)

Dans cet article, on applique les méthodes d'inférence indirecte pour estimer les paramètres de modèles de transition semi-markoviens soumis à des formes complexes de censure, telles que celles qui apparaissent dans certaines enquêtes de panel comme l'enquête Emploi de l'INSEE. La méthode du maximum de vraisemblance peut alors, dans ce cas, s'avérer particulièrement difficile à mettre en oeuvre. Cette méthodologie économétrique est d'abord testée sur des données simulées pour diverses hypothèses de spécification des lois des durées entre chaque transition. Elle est ensuite appliquée à l'analyse des transitions entre emplois salariés et indépendants d'une part, et chômage d'autre part, à partir des données de l'enquête Emploi de 1986-1988.

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Paper provided by Institut National de la Recherche Agronomique, France in its series Working Papers with number 153761.

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Length: 153-169
Date of creation: 1995
Date of revision:
Publication status: Published in Journal of Applied Econometrics
Handle: RePEc:inr:wpaper:153761
Note: Egalement paru dans : Série des documents de travail du CREST et du département de la Recherche de l'INSEE ; 9458
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