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periods and the size of unemployment benefits on unemployment durations and post-unemployment earnings in West Germany. For … the unemployment duration, we estimate censored Box-Cox quantile regression, which is robust with respect to the … the length of benefit entitlement is only of minor importance for the duration of search unemployment and for post …
Persistent link: https://www.econbiz.de/10005822354
cross country analysis of unemployment experience. We investigate the reliability of these data and find that 26% of … unemployed respondents misreported retrospectively their unemployment status in the subsequent interview. We observe large …
Persistent link: https://www.econbiz.de/10008837882
periods and the size of unemployment benefits on unemployment durations and post{unemployment earnings in West Germany. For … the unemployment duration, we estimate censored Box{Cox quantile regression, which is robust with respect to the … the length of benefit entitlement is only of minor importance for the duration of search unemployment and for post …
Persistent link: https://www.econbiz.de/10010297873
periods and the size of unemployment benefits on unemployment durations and post{unemployment earnings in West Germany. For … the unemployment duration, we estimate censored Box{Cox quantile regression, which is robust with respect to the … the length of benefit entitlement is only of minor importance for the duration of search unemployment and for post …
Persistent link: https://www.econbiz.de/10005097896
periods and the size of unemployment benefits on unemploymentdurations and post-unemployment earnings in West Germany... …
Persistent link: https://www.econbiz.de/10005863253
data from the UK (JUVOS) for the analysis of unemployment duration. Variantsof the JUVOS are used by the labour … administration and the research community as animportant source for the analysis of unemployment. While previous work has mentioned …
Persistent link: https://www.econbiz.de/10005868566
Many popular estimators for duration models require independent competing risks orindependent censoring. In contrast, copula based estimators are also consistent in presence ofdependent competing risks. In this paper we suggest a computationally convenient extensionof the Copula Graphic...
Persistent link: https://www.econbiz.de/10005868567
Persistent link: https://www.econbiz.de/10011944847
Persistent link: https://www.econbiz.de/10001999187
Persistent link: https://www.econbiz.de/10001999192