In this paper, we develop a fully nonparametric approach for the estimation of the cumulative incidence function with Missing At Random right-censored competing risks data. We obtain results on the pointwise asymptotic normality as well as the uniform convergence rate of the proposed...

This paper studies the estimation of a semiparametric bivariate proportional hazard model from event time data under interval censoring. As a direct generalization of the bivariate exponential distribution of Marshall and Olkin, the model, on the one hand, controls for the effects of observed...

While many previous studies on temporary work have found disadvantages for temporary workers as compared to workers with a permanent contract, this study compares temporary work to the alternative of unemployment. Specifically, this paper investigates the potential integrative power of taking up...

This paper studies signs and reasons of decline of job stability in West Germany. Using data from the German Socio-Economic Panel 1984-1997, we look at two measures for job stability. Based on repeated cross sectional data we first show that medium elapsed tenure declined for men. Secondly, we...

In this paper we motivate, specify and estimate a model in which the intra-day volatilty process affects the inter-transaction duration process and vice versa. In order to solve the estimation problems implied by this interdependent formulation, we first propose a GMM estimation procedure for...

This paper investigates whether job stability in western Germany shows any signs of decline and compares the findings to evidence for the US and the UK. Cross sectional data and calendar information from the German Socioeconomic Panel 1984-1997 are combined allowing to check possible influences...

This paper studies a structural model of labor market history in an environment with duration dependence. We treat the agent's job search effort explicitly as part of the dynamic decision along with a binary employment choice. The optimal policy is shown to exist and to be of the stationary...

In the econometric analysis of labor market transitions, the data generating process is often specified as a continuous-time semi-Markovian process with a finite state space. With typically short panel data, analysts have long been concerned with the initial conditions problem--- a complication...

This paper presents new results on the Edgeworth expansion for high frequency functionals of continuous diffusion processes. We derive asymptotic expansions for weighted functionals of the Brownian motion and apply them to provide the Edgeworth expansion for power variation of diffusion...

We prove functional central and non-central limit theorems for generalized variations of the anisotropic d-parameter fractional Brownian sheet (fBs) for any natural number d. Whether the central or the non-central limit theorem applies depends on the Hermite rank of the variation functional and...