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Structurally Dependent Competing Risks
Rosholm, Michael; Svarer, Michael - School of Economics and Management, University of Aarhus
In this paper, we specify and estimate a structurally dependent competing risks model for the transitions out of unemployment into either new job or recall. The recall probability is allowed to affect the search intensity for new jobs.
Persistent link: https://www.econbiz.de/10005439964
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The Effect of Sanctions and Active Labour Market Programmes on the Exit Rate From Unemployment
Ahmad, Nisar; Svarer, Michael - School of Economics and Management, University of Aarhus - 2009
This paper simultaneously investigates the effectiveness of benefit sanctions and active labour market programmes on the exit rate from unemployment using Danish data. In the data about one third of the individuals who are sanctioned also participate in some active labour market programmes...
Persistent link: https://www.econbiz.de/10008500705
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The Impact of Health Changes on Labor Supply: Evidence from Merged Data on Individual Objective Medical Diagnosis Codes and Early Retirement Behavior
Christensen, Bent Jesper; Lamb, Malene Kallestrup - School of Economics and Management, University of Aarhus - 2010
People quit the labor force for many different reasons, voluntarily or not, through various arrangements such as unemployment benefits, disability benefits or specially designed early retirement schemes. This paper complements the existing literature by considering a large, register-based sample...
Persistent link: https://www.econbiz.de/10008677229
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Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - School of Economics and Management, University of Aarhus - 2014
new tests are wild bootstrap implementations of score-based tests for the order of integration of a fractionally … in the presence of heteroskedasticity, but that the corresponding tests based on the wild bootstrap principle do. A Monte … bootstrap vis-à-vis the corresponding asymptotic tests in both heteroskedastic and homoskedastic environments. …
Persistent link: https://www.econbiz.de/10010886799
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The limiting properties of the QMLE in a general class of asymmetric volatility models
Dahl, Christian M.; Iglesias, Emma M. - School of Economics and Management, University of Aarhus - 2008
bootstrap. Finally, we provide an empirical illustration. …
Persistent link: https://www.econbiz.de/10005198863
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A Bootstrap Cointegration Rank Test for Panels of VAR Models
Callot, Laurent A.F. - School of Economics and Management, University of Aarhus - 2010
bootstrap based procedure is used to compute empirical distributions of the trace test statistics for these individual models …
Persistent link: https://www.econbiz.de/10008752898
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Labour Market Transitions of French Youth
D'Addio, Anna Christina; Rosholm, Michael - School of Economics and Management, University of Aarhus
In this paper we analyse the movements of French young people between three states: employment, unemployment and non-participation, using data from the waves 1990-1992 of the French Labour Survey. Some of these event histories are left-censored. We therefore address the problem of initial...
Persistent link: https://www.econbiz.de/10005439933
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A Statistical Programme Assignment Model
Lauzadyte, Agne - School of Economics and Management, University of Aarhus - 2007
In this paper I estimate a discrete time hazard model for the exits from the different labour market states - unemployment, employment and inactivity (or OLF) - in the Danish labour market. I find that women and individuals over fifty are more likely to experience the long-term unemployment and...
Persistent link: https://www.econbiz.de/10005439944
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Duration Dependence and Timevarying Variables in Discrete Time Duration Models
D'Addio, Anna Christina; Honoré, Bo E. - School of Economics and Management, University of Aarhus
This paper considers estimation of a dynamic discrete choice model with second order state dependence in the presence of strictly exogenous time-varying explanatory variables. We propose new method for estimating such models, and a small Monte Carlo study suggests that the method erforms well in...
Persistent link: https://www.econbiz.de/10005440024
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Effects of Intensifying Labor Market Programs on Post-Unemployment Wages: Evidence From a Controlled Experiment
Sørensen, Kenneth L. - School of Economics and Management, University of Aarhus - 2012
This paper investigates effects on wages of a Danish field experiment intensifying Active Labor Market Policies (ALMP).We link unemployed workers who participated in an ALMP experiment called “Quickly Back” carried out by the Danish Ministry of Employment 2005-2006 in two counties to matched...
Persistent link: https://www.econbiz.de/10010851148