IDEAS home Printed from https://ideas.repec.org/p/crs/wpaper/2005-24.html
   My bibliography  Save this paper

Econometrics of Individual Labor Market Transitions

Author

Listed:
  • Denis Fougère

    (Crest)

  • Thierry Kamionka

    (Crest)

Abstract

This survey is devoted to the modelling and the estimation of reduced-form transition models, which have been extensively used and estimated in labor microeconometrics. The first section contains a general presentation of the statistical modelling of such processes using continuous-time (event-history) data. It also presents parametric and nonparametric estimation procedures, and focuses on the treatment of unobserved heterogeneity. The second section deals with the estimation of markovian processes using discrete-time panel observations. Here the main question is whether the discrete-time panel observation of a transition process is generated by a continuous-time homogeneous Markov process. After discussing this problem, we present maximum-likelihood and bayesian procedures for estimating the transition intensity matrix governing the process evolution. Particular attention is paid to the estimation of the continuous-time mover-stayer model, which is the more elementary model of mixed Markov chains.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Denis Fougère & Thierry Kamionka, 2005. "Econometrics of Individual Labor Market Transitions," Working Papers 2005-24, Center for Research in Economics and Statistics.
    • Handle: RePEc:crs:wpaper:2005-24
    as

    Download full text from publisher

    File URL: http://crest.science/RePEc/wpstorage/2005-24.pdf
    File Function: Crest working paper version
    Download Restriction: no
    ---><---

    Other versions of this item:

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Iwai, Nobuyuki & Emerson, Robert D. & Walters, Lurleen M., 2006. "Farm Employment Transitions: A Markov Chain Analysis with Self-Selectivity," 2006 Annual meeting, July 23-26, Long Beach, CA 21353, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Pavla Nikolovova & Filip Pertold & Mario Vozar, 2014. "Self-employment and Small Workplaces in the Czech and Slovak Republics: Microeconometric Analysis of Labor Force Transitions," Proceedings of Economics and Finance Conferences 0402132, International Institute of Social and Economic Sciences.

    More about this item

    JEL classification:

    • C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • J64 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Unemployment: Models, Duration, Incidence, and Job Search

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:crs:wpaper:2005-24. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Secretariat General (email available below). General contact details of provider: https://edirc.repec.org/data/crestfr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.