Simple nonparametric estimators for unemployment duration analysis

Laura Wichert () and Ralf Andreas Wilke

No 200709_en, FDZ Methodenreport from Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]

Abstract: "We consider an extension of conventional univariate Kaplan-Meier type estimators for the hazard rate and the survivor function to multivariate censored data with a censored random regressor. It is an Akritas (1994) type estimator which adapts the nonparametric conditional hazard rate estimator of Beran (1981) to more typical data situations in applied analysis. We show with simulations that the estimator has nice finite sample properties and our implementation appears to be fast. As an application we estimate nonparametric conditional quantile functions with German administrative unemployment duration data." (author's abstract, IAB-Doku) ((en))

Additional Information

• Appendix for the FDZ Methodenreport No. 09/2007: Programme.zip

Keywords: Arbeitslosigkeitsdauer; Schätzung - Methode; IAB-Beschäftigtenstichprobe (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm
Date: 2007-10-16

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Journal Article: Simple non-parametric estimators for unemployment duration analysis (2008)
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