Showing 161 - 170 of 253
"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...
Persistent link: https://www.econbiz.de/10005132526
This paper analyzes changes in the risk of unemployment and changes in the distribution of unemployment duration for the 26 to 41 years old working population in West-Germany during the 1980ties and 1990ties. The comprehensive IAB employment subsample 1975-1997 is used for the analysis. It...
Persistent link: https://www.econbiz.de/10005168385
"This paper suggests an approach for analyzing a dependent competing risks model in presence of partly identified interval data. We apply our nonparametric bounds framework to empirically evaluate the effect of unemployment benefits on the cumulative incidence of local job finding and...
Persistent link: https://www.econbiz.de/10005170497
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-type estimator which adapts the non-parametric conditional hazard rate estimator of...
Persistent link: https://www.econbiz.de/10005309387
In 1997, the German government enacted a reform of the unemployment insurance system which lead to a reduction of the maximum entitlement length for unemployment benefits of the older unemployment in the subsequent years. This paper analyses the effects of this reform on the risk of unemployment...
Persistent link: https://www.econbiz.de/10005272949
Persistent link: https://www.econbiz.de/10010544015
Persistent link: https://www.econbiz.de/10010567745
Persistent link: https://www.econbiz.de/10009351388
It is well known that the competing risks model is identified if the dependence structure between risks (the copula function) is known or assumed. Special cases include independence of risks or independent censoring. If the copula function is not specified, parameters of interest are only set...
Persistent link: https://www.econbiz.de/10009394344
We consider a dependent competing risks model with many risks and many covariates. We show identifiability of the marginal distributions of latent variables for a given dependence structure. Instead of directly estimating these distributions, we suggest a plug-in regression framework for the...
Persistent link: https://www.econbiz.de/10009394346