Showing 61 - 70 of 1,048
In this article, we analyze the influence of being disabled on poverty dynamics. We present results adjusting the modified OECD equivalence scale by the number of adults with severe disabilities in the household and calculate poverty rates with this disability-adjusted scale. In addition we...
Persistent link: https://www.econbiz.de/10011051750
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Using a sample of prime-aged men from the German Socio-Economic Panel (GSOEP), this paper examines the effects of past poverty experience on future poverty status, future employment status and household composition. The empirical results suggest that even after controlling for observed and...
Persistent link: https://www.econbiz.de/10005761901
We prove identification of dependent competing risks models in which each risk has a mixed proportional hazard specification with regressors, and the risks are dependent by way of the unobserved heterogeneity, or frailty, components. We show that the conditions for non-parametric identification...
Persistent link: https://www.econbiz.de/10010324485
The analysis of poverty dynamics yields important insights about the expected effectiveness of alternative social policies on poverty reduction. This paper analyses the effect of spell recurrence on poverty dynamics taking into account multiple poverty and non-poverty spells. Using longitudinal...
Persistent link: https://www.econbiz.de/10010280252
We study the non-parametric identification of a mixed proportional hazard model with lagged duration dependence when data provide multiple outcomes per individual or stratum. We show that the information conveyed by the within strata variation can be exploited to non-parametrically identify...
Persistent link: https://www.econbiz.de/10010282232
We prove identification of dependent competing risks models in which each risk has a mixed proportional hazard specification with regressors, and the risks are dependent by way of the unobserved heterogeneity, or frailty, components. We show that the conditions for non-parametric identification...
Persistent link: https://www.econbiz.de/10011303866
Persistent link: https://www.econbiz.de/10009626473
Persistent link: https://www.econbiz.de/10010379529
We model credit rating histories as continuous-time discrete-state Markov processes. Infrequent monitoring of the debtors' solvency will result in erroneous observations of the rating transition times, and consequently in biased parameter estimates. We develop a score test against such...
Persistent link: https://www.econbiz.de/10010488552