Nonparametric Estimation of a Dependent Competing Risks Model For Unemployment Durations
14 Pages Posted: 24 Nov 2003
Date Written: October 2003
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.
Keywords: exit rate, hazard rate, unobserved heterogeneity, duration dependence, nonparticipation
JEL Classification: J64, C41
Suggested Citation: Suggested Citation