DP4120 | Nonparametric Estimation of a Dependent Competing Risks Model for Unemployment Durations

Publication Date

23/11/2003

JEL Code(s)

  • C41, J64

Keyword(s)

  • Exit rate, Hazard rate, Unobserved heterogeniety, Duration Dependence, non-participation

Programme Area(s)

  • Labour Economics

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.