Nonparametric Estimation of a Dependent Competing Risks Model for Unemployment Durations

14 Pages Posted: 6 Jan 2004

See all articles by Gerard J. van den Berg

Gerard J. van den Berg

VU University Amsterdam - Department of Economics; Centre for Economic Policy Research (CEPR); IZA Institute of Labor Economics; Tinbergen Institute

A. Gijsbert C. van Lomwel

Center Applied Research, Tilburg University

Jan C. van Ours

Tilburg University - Department of Economics; University of Melbourne - Department of Economics

Date Written: November 2003

Abstract

In this Paper, we simultaneously analyse transitions from unemployment to employment and to non-participation. We estimate a dependent competing risks model with non-parametric specifications of the destination-specific duration dependence and unobserved heterogeneity terms, allowing for mutual dependence of the unobserved heterogeneity terms. We use a unique population data set of French unemployment over the period 1988-94, stratified by gender type, duration class and exit state.

JEL Classification: C41, J64

Suggested Citation

van den Berg, Gerard J. and van Lomwel, A. Gijsbert C. and van Ours, Jan C., Nonparametric Estimation of a Dependent Competing Risks Model for Unemployment Durations (November 2003). CEPR Discussion Paper No. 4120. Available at SSRN: https://ssrn.com/abstract=480670

Gerard J. Van den Berg (Contact Author)

VU University Amsterdam - Department of Economics ( email )

De Boelelaan 1105
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+31 20 444 6132 (Phone)
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Centre for Economic Policy Research (CEPR)

London
United Kingdom

IZA Institute of Labor Economics

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Germany

Tinbergen Institute

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Rotterdam, 3062 PA
Netherlands

A. Gijsbert C. Van Lomwel

Center Applied Research, Tilburg University ( email )

P.O. Box 90153
Tilburg, 5000 LE
Netherlands
+31.13.4663263 (Phone)

Jan C. Van Ours

Tilburg University - Department of Economics ( email )

P.O. Box 90153
Tilburg, 5000 LE
Netherlands
+31 13 466 2880 (Phone)
+31 13 466 3042 (Fax)

University of Melbourne - Department of Economics ( email )

Melbourne, 3010
Australia

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