Simple nonparametric estimators for unemployment duration analysis

Laura Wichert and Ralf 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))

Keywords: Bundesrepublik Deutschland; IAB-Beschäftigtenstichprobe; Methode; Schätzung; Arbeitslosigkeitsdauer; 1996-2001 (search for similar items in EconPapers)
Pages: 19 pages
Date: 2007
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doku.iab.de/fdz/reporte/2007/MR_09-07.pdf

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:iab:iabfme:200709(en)

Access Statistics for this paper

More papers in FDZ-Methodenreport from Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] Contact information at EDIRC.
Bibliographic data for series maintained by IAB, Geschäftsbereich Wissenschaftliche Fachinformation und Bibliothek ().