Nonparametric estimation of a dependent competing risks model for unemployment durations

Gerard J. van den Berg; A. Gijsbert C. van Lomwel; Jan C. van Ours

doi:10.1007/s00181-007-0131-8

Nonparametric estimation of a dependent competing risks model for unemployment durations

Gerard J. van den Berg^*, A. Gijsbert C. van Lomwel, Jan C. van Ours

^*Corresponding author for this work

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Abstract

In this paper we simultaneously analyze transitions from unemployment to employment and to nonparticipation. We estimate a dependent competing risks model with nonparametric specifications of the destination-specific duration dependence and unobserved heterogeneity terms, allowing for mutual dependence of the unobserved heterogeneity terms. We use an administrative data set covering all registered French unemployed over the period 1988-1994, stratified by gender type, duration class and exit state.

Original language	English
Pages (from-to)	477-491
Number of pages	15
Journal	Empirical Economics
Volume	34
Issue number	3
DOIs	https://doi.org/10.1007/s00181-007-0131-8
Publication status	Published - 2008
Externally published	Yes

Keywords

exit rate
hazard
unobserved heterogeneity
duration dependence
nonparticipation
IDENTIFIABILITY
DYNAMICS

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title = "Nonparametric estimation of a dependent competing risks model for unemployment durations",

abstract = "In this paper we simultaneously analyze transitions from unemployment to employment and to nonparticipation. We estimate a dependent competing risks model with nonparametric specifications of the destination-specific duration dependence and unobserved heterogeneity terms, allowing for mutual dependence of the unobserved heterogeneity terms. We use an administrative data set covering all registered French unemployed over the period 1988-1994, stratified by gender type, duration class and exit state.",

keywords = "exit rate, hazard, unobserved heterogeneity, duration dependence, nonparticipation, IDENTIFIABILITY, DYNAMICS",

author = "{van den Berg}, {Gerard J.} and {van Lomwel}, {A. Gijsbert C.} and {van Ours}, {Jan C.}",

year = "2008",

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language = "English",

volume = "34",

pages = "477--491",

journal = "Empirical Economics",

issn = "0377-7332",

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T1 - Nonparametric estimation of a dependent competing risks model for unemployment durations

AU - van den Berg, Gerard J.

AU - van Lomwel, A. Gijsbert C.

AU - van Ours, Jan C.

PY - 2008

Y1 - 2008

N2 - In this paper we simultaneously analyze transitions from unemployment to employment and to nonparticipation. We estimate a dependent competing risks model with nonparametric specifications of the destination-specific duration dependence and unobserved heterogeneity terms, allowing for mutual dependence of the unobserved heterogeneity terms. We use an administrative data set covering all registered French unemployed over the period 1988-1994, stratified by gender type, duration class and exit state.

AB - In this paper we simultaneously analyze transitions from unemployment to employment and to nonparticipation. We estimate a dependent competing risks model with nonparametric specifications of the destination-specific duration dependence and unobserved heterogeneity terms, allowing for mutual dependence of the unobserved heterogeneity terms. We use an administrative data set covering all registered French unemployed over the period 1988-1994, stratified by gender type, duration class and exit state.

KW - exit rate

KW - hazard

KW - unobserved heterogeneity

KW - duration dependence

KW - nonparticipation

KW - IDENTIFIABILITY

KW - DYNAMICS

U2 - 10.1007/s00181-007-0131-8

DO - 10.1007/s00181-007-0131-8

M3 - Article

SN - 0377-7332

VL - 34

SP - 477

EP - 491

JO - Empirical Economics

JF - Empirical Economics

IS - 3

ER -

Nonparametric estimation of a dependent competing risks model for unemployment durations

Abstract

Keywords

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