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A nonparametric method for predicting survival probabilities
Klaauw, Bas van der; Vriend, Sandra - 2015
Public programs often use statistical profiling to assess the risk that applicants will become long-term dependent on the program. The literature uses linear probability models and (Cox) proportional hazard models to predict duration outcomes. These either focus on one threshold duration or...
Persistent link: https://www.econbiz.de/10011391532
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Instrumental variable estimation for duration data
Bijwaard, Govert - 2008
In this article we develop an Instrumental Variable estimation procedure that corrects for possible endogeneity of a variable in a duration model. We assume a Generalized Accelerated Failure Time (GAFT) model. This model is based on transforming the durations and assuming a distribution for...
Persistent link: https://www.econbiz.de/10011374410
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The non-parametric identification of lagged duration dependence
Frijters, Paul - 2000
In this paper, I consider the identification of lagged durationdependence in multiple spells without using the assumtion that there are additionalregressors orthogonal to the individual effects. The non-parametricidentification strategy is applied to the multiple non-employment spells of 2066...
Persistent link: https://www.econbiz.de/10011303308
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Job search requirements for older unemployed : transitions to employment, early retirement and disability benefits
Bloemen, Hans G.; Hochgürtel, Stefan; Lammers, Marloes - 2012 - This version: October 2012
In this paper, we use a recent policy change in the Netherlands to study how changes in search requirements for the older unemployed affect their transition rates to employment, early retirement and sickness/disability benefits. The reform, becoming effective on January 1st 2004, required the...
Persistent link: https://www.econbiz.de/10011382704
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Vocational training : does it speed up the transition rate out of unemployment?
Cockx, Bart; Bardoulat, Isabelle - 2000
In this paper we estimate, for the 1989-93 period in Belgium, the effect of vocational classroom training on therate of … transition out of unemployment. We show that rationing of the demand for training increases theunemployment duration of non … training capacities. During participation, thetransition rate decreases by 27%. Afterwards it increases by 62%. Making training …
Persistent link: https://www.econbiz.de/10011303322
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Mixed hitting-time models
Abbring, Jaap H. - 2009
We study a mixed hitting-time (MHT) model that specifies durations as the first time a Lévy process - a continuous-time process with stationary and independent increments - crosses a heterogeneous threshold. Such models are of substantial interest because they can be reduced from...
Persistent link: https://www.econbiz.de/10011372965
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Early retirement behaviour in the Netherlands : evidence from a policy reform
Euwals, Rob; Vuuren, Danie͏̈l J. van; Wolthoff, Ronald - 2006
In the early 1990s, the Dutch social partners agreed upon transforming the generous and actuarially unfair PAYG early retirement schemes into less generous and actuarially fair capital funded schemes. The starting dates of the transitional arrangements varied by industry sector. In this study,...
Persistent link: https://www.econbiz.de/10011348709
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The unobserved heterogeneity distribution in duration analysis
Abbring, Jaap H.; Berg, Gerard J. van den - 2006
In a large class of hazard models with proportional unobserved heterogeneity, the distribution of the heterogeneity among survivors converges to a gamma distribution. This convergence is often rapid. We derive this result as a general result for exponential mixtures and explore its implications...
Persistent link: https://www.econbiz.de/10011349195
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The event-history approach to program evaluation
Abbring, Jaap H. - 2007
training programsfor the unemployed on their unemployment durations and subsequentjob stability. They can guide the choice of …
Persistent link: https://www.econbiz.de/10011349178
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Parameter driven multi-state duration models : simulated vs. approximate maximum likelihood estimation
Monteiro, André Antonio - 2008 - This version: February 15, 2008
Likelihood based inference for multi-state latent factor intensity models is hindered by the fact that exact closed-form expressions for the implied data density are not available. This is a common and well-known problem for most parameter driven dynamic econometric models. This paper reviews,...
Persistent link: https://www.econbiz.de/10011374420