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Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis
Wichert, Laura (contributor); Wilke, Ralf A. (contributor) - 2005
The paper analyses the potential impact of stock market developments on lending behaviour from different perspectives. First we scrutinize the impact of stock market movements on the banks’ and on the borrowers’ balance sheets. Subsequently we estimate aggregate credit supply and demand...
Persistent link: https://www.econbiz.de/10003342766
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Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis
Wichert, Laura (contributor); Wilke, Ralf A. (contributor) - 2007
the conventional univariate Kaplan-Meier estimator for the hazard rate to multivariate right censored duration data and … finite sample properties and our implementation appears to be very fast. A small application to German unemployment duration … duration data. …
Persistent link: https://www.econbiz.de/10003527620
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Application of a Simple Nonparametric Conditional Quantile Function Estimator in Unemployment Duration Analysis
Wichert, Laura; Wilke, Ralf A. - 2008
duration data …
Persistent link: https://www.econbiz.de/10014061563
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Estimating the latent effect of unemployment benefits on unemployment duration
Lo, Simon M. S.; Stephan, Gesine; Wilke, Ralf A. - 2012
We estimate the effect of a shortening of unemployment benefit entitlements on unemployment duration. Previous studies … on the same or related problems have not taken into account that the competing risks duration model is not identified and … suggest an assumption on the dependence structure between risks which is milder than what conventional duration models assume …
Persistent link: https://www.econbiz.de/10009550688
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A Nested Copula Duration Model for Competing Risks with Multiple Spells
Lo, Simon - 2020
A copula graphic estimator for the competing risks duration model with multiple spells is presented. By adopting a … restriction of popular duration models such as multivariate mixed proportional hazards. It is shown that the dependence structure … illustrated by an application to unemployment duration data …
Persistent link: https://www.econbiz.de/10012834105
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Bounds analysis of competing risks : a nonparametric evaluation of the effect of unemployment benefits on imigration in Germany
Arntz, Melanie (contributor); Lo, Simon M. S. (contributor);  … - 2007
In this paper we derive nonparametric bounds for the cumulative incidence curve within a competing risks model with partly identified interval data. As an advantage over earlier attempts our approach also gives valid results in case of dependent competing risks. We apply our framework to...
Persistent link: https://www.econbiz.de/10003517267
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Bounds Analysis of Competing Risks : A Nonparametric Evaluation of the Effect of Unemployment Benefits on Migration in Germany
Arntz, Melanie; Lo, Simon; Wilke, Ralf A. - 2008
In this paper we derive nonparametric bounds for the cumulative incidence curve within a competing risks model with partly identified interval data. As an advantage over earlier attempts our approach also gives valid results in case of dependent competing risks. We apply our framework to...
Persistent link: https://www.econbiz.de/10014224619
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Generalised partially linear regression with misclassified data and an application to labour market transitions
Dlugosz, Stephan; Mammen, Enno; Wilke, Ralf A. - 2015
We consider the semiparametric generalised linear regression model which has mainstream empirical models such as the (partially) linear mean regression, logistic and multinomial regression as special cases. As an extension to related literature we allow a misclassified covariate to be interacted...
Persistent link: https://www.econbiz.de/10011300753
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Semiparametric Estimation of Consumption Based Equivalence Scales - the Case of Germany
Wilke, Ralf A. - 2008
Consumption based equivalence scales are estimated by applying the extended partially linear model (EPLM) to the 1998 Income and Consumption Survey (EVS) carried out in Germany. In this model the equivalence scales are identified by virtue of nonlinearities in household demand. Therefore, the...
Persistent link: https://www.econbiz.de/10014070460
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Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis
Wichert, Laura; Wilke, Ralf A. - 2005
The paper analyses the potential impact of stock market developments on lending behaviour from different perspectives. First we scrutinize the impact of stock market movements on the banks? and on the borrowers? balance sheets. Subsequently we estimate aggregate credit supply and demand...
Persistent link: https://www.econbiz.de/10010297503