Duration data models, unemployment benefits and bias
Jose Arranz () and
Juan Muro ()
Applied Economics Letters, 2007, vol. 14, issue 15, 1119-1122
Traditional approaches to measurement conditional probabilities of leaving welfare do not deal with unemployment benefits data in a proper way leading thus to biased estimates of unemployment-employment transition probabilities. In fact, these approaches overestimate hazard rates and hence underestimate the expected welfare duration.
References: Add references at CitEc
Citations View citations in EconPapers (2) Track citations by RSS feed
Downloads: (external link)
http://www.informaworld.com/openurl?genre=article& ... 40C6AD35DC6213A474B5 (text/html)
Access to full text is restricted to subscribers.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: http://EconPapers.repec.org/RePEc:taf:apeclt:v:14:y:2007:i:15:p:1119-1122
Ordering information: This journal article can be ordered from
Access Statistics for this article
Applied Economics Letters is currently edited by Anita Phillips
More articles in Applied Economics Letters from Taylor & Francis Journals
Series data maintained by Michael McNulty ().