Workers who lose their jobs can become re-employed either by being recalled to their previous employers or by finding new jobs. Workers' chances for recall should influence their job search strategies, so the rates of exit from unemployment by these two routes should be directly related. We...

Bivariate duration data frequently arise in economics, biostatistics and other areas. In bivariate frailty models, dependence between the frailties (i.e., unobserved determinants) induces dependence between the durations. Using notions of quadrant dependence, we study restrictions that this...

Using a proportional hazard model with multiple exits, this paper analyzes whether immigrants' unemployment spells differ from natives', and if so, how the difference vary with time spent in Sweden and across immigrant cohorts. A unique data set taken from the Swedish unemployment registers is...

In this paper we analyze the processes of labour market exclusion and (re-) inclusion, using a Danish register-based data set covering the period 1981-1990. The analysis is performed by estimation of reduced form transition models, the parameters of which are interpreted within the framework of...

This survey is devoted to the modelling and the estimation of reduced-form transition models, which have been extensively used and estimated in labor microeconometrics. The first section contains a general presentation of the statistical modelling of such processes using continuous-time...

This paper analyzes the persistence of poverty in Sweden using a hazard rate model based on multiple spells. The model also accounts for unobserved heterogeneity and possibly endogenous initial conditions. We estimate the model on a large representative Swedish panel data set, LINDA, for the...

Consider a setting where a treatment that starts at some point during a spell (e.g. in unemployment) may impact on the hazard rate of the spell duration, and where the impact may be heterogeneous across subjects. We provide Monte Carlo evidence on the feasibility of estimating the distribution...

In survival analysis a large literature using frailty models, or models with unobserved heterogeneity, exist. In the growing literate on multiple spell multiple states duration models, or multistate models, modeling this issue is only at its infant phase. Ignoring unobserved heteogeneity can,...

Shared-frailty survival models specify that systematic unobserved determinants of duration outcomes are identical within groups of individuals. We consider random-effects likelihood-based statistical inference if the duration data are subject to left-truncation. Such inference with...

A mortgage borrower has several options once a foreclosure proceedings is initiated, mainly default and prepayment. Using a sample of FHA mortgage loans, we develop a dependent competing risks framework to examine the determinants of time to default and time to prepayment once the foreclosure...