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Endogenously censored median regression with an application to benefit elasticity of US unemployment duration

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  • Szydłowski, Arkadiusz

Abstract

We suggest a new inference method for median regression which is robust to assumptions on the censoring mechanism. Applying the method on the SIPP data we obtain that the benefit elasticity of median unemployment duration is between -1.1% and +7.9%.

Suggested Citation

  • Szydłowski, Arkadiusz, 2017. "Endogenously censored median regression with an application to benefit elasticity of US unemployment duration," Economics Letters, Elsevier, vol. 159(C), pages 42-45.
    • Handle: RePEc:eee:ecolet:v:159:y:2017:i:c:p:42-45
    DOI: 10.1016/j.econlet.2017.07.010
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    References listed on IDEAS

    as
    1. Amit Gandhi Gandhi & Zhentong Lu & Xiaoxia Shi, 2013. "Estimating demand for differentiated products with error in market shares," CeMMAP working papers 03/13, Institute for Fiscal Studies.
    2. Raj Chetty, 2008. "Moral Hazard versus Liquidity and Optimal Unemployment Insurance," Journal of Political Economy, University of Chicago Press, vol. 116(2), pages 173-234, April.
    3. Khan, Shakeeb & Tamer, Elie, 2009. "Inference on endogenously censored regression models using conditional moment inequalities," Journal of Econometrics, Elsevier, vol. 152(2), pages 104-119, October.
    4. Honore, Bo & Khan, Shakeeb & Powell, James L., 2002. "Quantile regression under random censoring," Journal of Econometrics, Elsevier, vol. 109(1), pages 67-105, July.
    5. Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2011. "Sharpness in randomly censored linear models," Economics Letters, Elsevier, vol. 113(1), pages 23-25, October.
    6. Raj Chetty, 2008. "Moral Hazard versus Liquidity and Optimal Unemployment Insurance," Journal of Political Economy, University of Chicago Press, vol. 116(2), pages 173-234, April.
    7. Raj Chetty, 2008. "Moral Hazard vs. Liquidity and Optimal Unemployment Insurance," NBER Working Papers 13967, National Bureau of Economic Research, Inc.
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    More about this item

    Keywords

    Quantile regression; Partial identification; Unemployment duration; Censoring;
    All these keywords.

    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • J64 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Unemployment: Models, Duration, Incidence, and Job Search
    • C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies

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