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A Unique Bond: Twin Bereavement and Lifespan Associations of Identical and Fraternal Twins
van den Berg, Gerard J.; Drepper, Bettina - 2018
Empirical analyses of twin mortality often use models with dependent unobserved frailty terms capturing genetic and … higher age. Estimates of correlations between the frailty terms by zygosity and the ensuing implications for the relative …
Persistent link: https://www.econbiz.de/10011873452
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Unobserved heterogeneity in multiple-spell multiple-states duration models
Bijwaard, Govert E. - 2011
In survival analysis a large literature using frailty models, or models with unobserved heterogeneity, exist. In the … proportional hazard structure. First, the aspects of frailty modeling in univariate (proportional hazard, Cox) duration models are …
Persistent link: https://www.econbiz.de/10010278583
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Unobserved Heterogeneity in Multiple-Spell Multiple-States Duration Models
Bijwaard, Govert - Institute for the Study of Labor (IZA) - 2011
In survival analysis a large literature using frailty models, or models with unobserved heterogeneity, exist. In the … proportional hazard structure. First, the aspects of frailty modeling in univariate (proportional hazard, Cox) duration models are …
Persistent link: https://www.econbiz.de/10009644626
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Bayesian inference for duration data with unobserved and unknown heterogeneity : Monte Carlo evidence and an application
Paserman, Marco Daniele - 2004
This paper describes a semiparametric Bayesian method for analyzing duration data. The proposed estimator specifies a complete functional form for duration spells, but allows flexibility by introducing an individual heterogeneity term, which follows a Dirichlet mixture distribution. I show how...
Persistent link: https://www.econbiz.de/10010276176
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Job search and hyperbolic discounting : structural estimation and policy evaluation
Paserman, Marco Daniele - 2004
This paper estimates the structural parameters of a job search model with hyperbolic discounting and endogenous search effort. It estimates quantitatively the degree of hyperbolic discounting, and assesses its implications for the impact of various policy interventions aimed at reducing...
Persistent link: https://www.econbiz.de/10010276177
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Job durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee data
Horny, Guillaume; Mendes, Rute; van den Berg, Gerard J. - 2009
We study job durations using a multivariate hazard model allowing for worker-specific and firm-specific unobserved determinants. The latter are captured by unobserved heterogeneity terms or random effects, one at the firm level and another at the worker level. This enables us to decompose the...
Persistent link: https://www.econbiz.de/10010277330
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Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application
Paserman, M. Daniele - Institute for the Study of Labor (IZA) - 2004
This paper describes a semiparametric Bayesian method for analyzing duration data. The proposed estimator specifies a complete functional form for duration spells, but allows flexibility by introducing an individual heterogeneity term, which follows a Dirichlet mixture distribution. I show how...
Persistent link: https://www.econbiz.de/10005703270
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Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation
Paserman, M. Daniele - Institute for the Study of Labor (IZA) - 2004
This paper estimates the structural parameters of a job search model with hyperbolic discounting and endogenous search effort. It estimates quantitatively the degree of hyperbolic discounting, and assesses its implications for the impact of various policy interventions aimed at reducing...
Persistent link: https://www.econbiz.de/10005763726
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Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data
Horny, Guillaume; Mendes, Rute; den Berg, Gerard J. van - Institute for the Study of Labor (IZA) - 2009
We study job durations using a multivariate hazard model allowing for worker-specific and firm-specific unobserved determinants. The latter are captured by unobserved heterogeneity terms or random effects, one at the firm level and another at the worker level. This enables us to decompose the...
Persistent link: https://www.econbiz.de/10005070420
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Rebuttal of "On Nonparametric Identification of Treatment Effects in Duration Models"
Abbring, Jaap H.; van den Berg, Gerard J. - 2016
In their IZA Discussion Paper 10247, Johansson and Lee claim that the main result (Proposition 3) in Abbring and Van den Berg (2003b) does not hold. We show that their claim is incorrect. At a certain point within their line of reasoning, they make a rather basic error while transforming one...
Persistent link: https://www.econbiz.de/10011559676