We consider an extension of conventional univariate Kaplan-Meier type estimators for the hazard rate and the survivor function to multivariate censored data with a censored random regressor. It is an Akritas (1994) type estimator which adapts the nonparametric conditional hazard rate estimator...

For a time-continuous discrete-state Markov process as model for rating transitions, we study the time-stationarity by means of a likelihood ratio test. For multiple Markov process data from a multiplicative intensity model, maximum likelihood parameter estimates can be represented as martingale...

The German employment miracle, with a weak decline in employment and low unemployment during the great recession, seems to be a good example for a successful labour market reform. Nevertheless, there are concerns about rising inequality in the labour market. In this paper we analyze the quality...

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...

We address the concerns about rising inequality in the German labour market after the implementation of the Hartz reforms between 2003 and 2005. We focus on the quality of new jobs started between 1998 and 2010 in West Germany in terms of job stability and level of earnings. Using social...

We present a structural model of firm growth, learning, and survival and consider its identification and estimation. In the model, entrepreneurs have private and possibly errorridden observations of persistent and transitory shocks to profit. We demonstrate that the model's parameters can be...

We consider the early labour market experience of young persons. Using a large data sample of Norwegian individuals finishing education in 1989-91, we analyse the transition from school to work and the duration of the first job. We allow the search duration, the accepted wage, and the job...

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...

This paper proposes a new bivariate competing risks model in which both durations are the first passage times of dependent Lévy subordinators with exponential thresholds and multiplicative covariates effects. Our specification extends the mixed proportional hazards model, as it allows for the...

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...