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Persistent link: https://www.econbiz.de/10003285346
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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
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 we shed first light on the question whether the non...
Persistent link: https://www.econbiz.de/10009550688
Quantile regression methods are emerging as a popular technique in econometrics and biometrics for exploring the distribution of duration data. This paper discusses quantile regression for duration analysis allowing for a flexible specification of the functional relationship and of the error...
Persistent link: https://www.econbiz.de/10003119292
A copula graphic estimator for the competing risks duration model with multiple spells is presented. By adopting a nested copula structure the dependencies between risks and spells are modeled separately. This breaks up an implicit restriction of popular duration models such as multivariate...
Persistent link: https://www.econbiz.de/10012834105
Quantile regression methods are emerging as a popular technique in econometrics and biometrics for exploring the distribution of duration data. This paper discusses quantile regression for duration analysis allowing for a flexible specification of the functional relationship and of the error...
Persistent link: https://www.econbiz.de/10014061739