This paper develops a simulation estimation algorithm that is particularly useful for estimating dynamic panel data models with unobserved endogenous state variables. The new approach can easily deal with the commonly encountered and widely discussed "initial conditions problem," as well as the...

Dynamic microsimulation modeling involves two stages: estimation and forecasting. Unobserved heterogeneity is often considered in estimation, but not in forecasting, beyond trivial cases. Non-trivial cases involve individuals that enter the simulation with a history of previous outcomes. We show...

In developing countries, particularly in Algeria, the determinants of the integration of individuals to the labor market remain poorly understood. We exploit two employment surveys conducted among Algerian households in 1997 and 2007 by the National Office of Statistics. This work aimed at...

This paper analyzes the implications of unobserved heterogeneity in discrete-time, discrete-choice microsimulation models. We compare the predictions coming from simple pooled probit estimates with those obtained using random effect dynamic probit models, in a dynamic microsimulation of...

The purpose of this publication is to better understand disparities between the proportions of sick leaves granted among various departments in France. The Hygie database was used for this study. It was created by merging a number of administrative files of employees in the private sector in...

Dynamic microsimulation modeling involves two stages: estimation and forecasting. Unobserved heterogeneity is often considered in estimation, but not in forecasting, beyond trivial cases. Non-trivial cases involve individuals that enter the simulation with a history of previous outcomes. We show...

Adicional las particularidades socio demográficas en que se centran los estudios sobre los determinantes de la afiliación al sistema de salud, en este trabajo se incorpora en el análisis las características heterogéneas del mercado laboral, con el propósito de evaluar específicamente...

This paper examines employment transitions among men and women in Poland aged between 20 and 65 based on the data from the CHER (Consortium of Household Panels for European Socio-Economic Research). The research results show that the state of the person in a given year is not only dependent upon...

Using data drawn from the 2004 European Social Survey, we examine the determinants of the life satisfaction of employees in Turkey. The data reveal that the majority of Turkish wage and salary earners are either under- or overemployed. About half of Turkish workers have to work longer than they...

En adición a las particularidades sociodemográficas en que se centran los estudios sobre los determinantes de la afiliación al sistema de salud, en este trabajo se incorporan en el análisis las características heterogéneas del mercado laboral, con el propósito de evaluar específicamente...