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Expanding the Markov Chain Toolbox: Distributions of Occupation Times and Waiting Times

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  • Christian Dudel

Abstract

Markov models are important tools for quantitative social research. In this article, new methods for discrete Markov chains are presented. These methods allow us to calculate the distribution of the occupation time in a subset of the state space, the distribution of the waiting time to first entry into a subset of the state space, and the distribution of the waiting time to final exit from a subset of the state space. To demonstrate the usefulness of these methods, we apply them to working life tables for Spanish males to assess how the recent financial crisis affected the length of working life. The results show that the duration of working life decreased considerably, a pattern that can largely be explained by later entry to and earlier exit from the labor market. The findings also indicate that inequality in the length of working life increased.

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  • Christian Dudel, 2021. "Expanding the Markov Chain Toolbox: Distributions of Occupation Times and Waiting Times," Sociological Methods & Research, , vol. 50(1), pages 401-428, February.
    • Handle: RePEc:sae:somere:v:50:y:2021:i:1:p:401-428
    DOI: 10.1177/0049124118782541
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    2. Rendtel, Ulrich & Alho, Juha M., 2022. "On the fade-away of an initial bias in longitudinal surveys," Discussion Papers 2022/4, Free University Berlin, School of Business & Economics.
    3. Margherita Moretti & Timothy Riffe & Angelo Lorenti, 2023. "Multistate analysis and decomposition of disability-free life expectancy trends in Italy 2004-2019," MPIDR Working Papers WP-2023-030, Max Planck Institute for Demographic Research, Rostock, Germany.

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