Competing risks copula models for unemployment duration: an application to a German Hartz reform

DOI10.1515/JEM-2015-0005MaRDI QIDQ1669823zbMATH OpenOpenAlexFDO

Authors Simon M. S. Lo, Gesine Stephan, Ralf A. Wilke

Publication date 4 September 2018

Published in Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL https://research-api.cbs.dk/ws/files/55404820/ralf_wilke_competing_risks_coupla_models_acceptedversion.pdf

zbMATH Keywords

Archimedean copulapolicy evaluationfrailty

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Applications of statistics to economics (62P20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• A Proportional Hazards Model for the Subdistribution of a Competing Risk
• A martingale approach to the copula-graphic estimator for the survival function under dependent censoring
• A regression model for the copula-graphic estimator
• An introduction to copulas.
• Duration dependence and nonparametric heterogeneity: A Monte Carlo study
• Estimates of marginal survival for dependent competing risks based on an assumed copula
• Estimating a semi-parametric duration model without specifying heterogeneity
• Estimating the derivative function and counterfactuals in duration models with heterogeneity
• Mixture models: theory, geometry and applications
• Nonstationarity in Job Search Theory
• The effects of extended unemployment insurance over the business cycle: evidence from regression discontinuity estimates over 20 years

Cited in

(11)

• A semiparametric model for the cause-specific hazard under risk proportionality
• Modeling unemployment duration in a dependent competing risks framework: Identification and estimation
• Statistical analysis and application of competing risks model with regression
• A regression model for the copula-graphic estimator
• A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence
• Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave
• Multivariate failure time distributions derived from shared frailty and copulas
• Copula Based Polychotomous Choice Selectivity Model: Application to Occupational Choice and Wage Determination of Older Workers
• A nested copula duration model for competing risks with multiple spells
• Some bivariate Schur-constant distributions and application to life insurance
• General independent competing risks for maintenance analysis

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Uses Software

• cmprsk

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