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Nonparametric Estimation of a Dependent Competing Risks Model for Unemployment Durations

Author

Listed:
  • van den Berg, Gerard J.

    (University of Groningen)

  • van Lomwel, Gijsbert

    (UWV Netherlands Social Security Institute)

  • van Ours, Jan C.

    (Erasmus School of Economics)

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. We use a unique population data set of French unemployment over the period 1988- 1994, stratified by gender type, duration class and exit state.

Suggested Citation

  • van den Berg, Gerard J. & van Lomwel, Gijsbert & van Ours, Jan C., 2003. "Nonparametric Estimation of a Dependent Competing Risks Model for Unemployment Durations," IZA Discussion Papers 898, Institute of Labor Economics (IZA).
    • Handle: RePEc:iza:izadps:dp898
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    References listed on IDEAS

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    1. Machin, Stephen & Manning, Alan, 1999. "The causes and consequences of longterm unemployment in Europe," Handbook of Labor Economics, in: O. Ashenfelter & D. Card (ed.), Handbook of Labor Economics, edition 1, volume 3, chapter 47, pages 3085-3139, Elsevier.
    2. Flinn, Christopher J & Heckman, James J, 1983. "Are Unemployment and Out of the Labor Force Behaviorally Distinct Labor Force States?," Journal of Labor Economics, University of Chicago Press, vol. 1(1), pages 28-42, January.
    3. Abbring, Jaap H. & van den Berg, Gerard J. & van Ours, Jan C., 2002. "The anatomy of unemployment dynamics," European Economic Review, Elsevier, vol. 46(10), pages 1785-1824, December.
    4. van den Berg, Gerard J & van Ours, Jan C, 1996. "Unemployment Dynamics and Duration Dependence," Journal of Labor Economics, University of Chicago Press, vol. 14(1), pages 100-125, January.
    5. Jaap H. Abbring & Gerard J. Van Den Berg, 2003. "The identifiability of the mixed proportional hazards competing risks model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 701-710, August.
    6. van den Berg, Gerard J. & van der Klaauw, Bas, 2001. "Combining micro and macro unemployment duration data," Journal of Econometrics, Elsevier, vol. 102(2), pages 271-309, June.
    7. Van den Berg, Gerard J., 2001. "Duration models: specification, identification and multiple durations," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460, Elsevier.
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    Citations

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    Cited by:

    1. Jeff Borland & David Johnston, 2010. "How Does a Worker's Labour Market History Affect Job Duration?," Melbourne Institute Working Paper Series wp2010n06, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    2. Xavier Joutard & Luis A.I. Sagaon Teyssier, 2006. "Unemployment and employment dynamics in the Mexican segmented labour market," Working Papers halshs-00410460, HAL.
    3. Agne Lauzadyte, 2007. "A Statistical Programme Assignment Model," Economics Working Papers 2007-18, Department of Economics and Business Economics, Aarhus University.
    4. Céspedes, Nikita & Gutiérrez, Ana Paola & Belapatiño, Vanessa, 2013. "Determinantes de la duración del desempleo en una economía con alta informalidad," Working Papers 2013-022, Banco Central de Reserva del Perú.
    5. Matthew Forbes & Andrew Barker, 2017. "Local Labour Markets and Unemployment Duration," The Economic Record, The Economic Society of Australia, vol. 93(301), pages 238-254, June.
    6. Daniela-Emanuela Dănăcică, 2011. "Incidence And Unemployment Duration In The Oltenia Region," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 2, pages 42-55, May.

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    More about this item

    Keywords

    unobserved heterogeneity; exit rate; hazard rate; duration dependence; nonparticipation;
    All these keywords.

    JEL classification:

    • 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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