Many popular estimators for duration models require independent competing risks or independent censoring. In contrast, copula-based estimators are also consistent in the presence of dependent competing risks. We suggest a computationally convenient extension of the copula graphic estimator to a...

The Box-Cox quantile regression model introduced by Powell (1991) is a flexible and numerically attractive extension of linear quantile regression techniques. Chamberlain (1994) and Buchinsky (1995) suggest a two stage estimator for this model but the objective function in stage two of their...

The retrospectively recalled calendar of activities in the European Community Household Panel is a prime resource for cross country analysis of unemployment experience. We investigate the reliability of these data and find that 26% of unemployed respondents misreported retrospectively their...

"We analyse the main determinants for job separation with transition to unemployment using individual administrative data from Germany. While the sample size is large and the information in target variables is often highly accurate, non-target variables are subject to considerable measurement...

This paper analyzes empirically the distribution of unemployment durations in West Germany during the 1980s and 1990s. It therefore covers periods before and after the changes during the mid-1980s in the maximum entitlement periods for unemployment benefits for older unemployed. The analysis is...

"Many popular estimators for duration models require independent competing risks or independent censoring. In contrast, copula based estimators are also consistent in presence of dependent competing risks. In this paper we suggest a computationally convenient extension of the Copula Graphic...