Competing risks copula models for unemployment duration: an application to a German Hartz reform
DOI10.1515/JEM-2015-0005zbMATH Open1400.62329OpenAlexW2562592330MaRDI QIDQ1669823FDOQ1669823
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
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Cites Work
- Mixture models: theory, geometry and applications
- Title not available (Why is that?)
- An introduction to copulas.
- Duration dependence and nonparametric heterogeneity: A Monte Carlo study
- A Proportional Hazards Model for the Subdistribution of a Competing Risk
- Estimates of marginal survival for dependent competing risks based on an assumed copula
- A martingale approach to the copula-graphic estimator for the survival function under dependent censoring
- Estimating a semi-parametric duration model without specifying heterogeneity
- Nonstationarity in Job Search Theory
- Estimating the derivative function and counterfactuals in duration models with heterogeneity
- The effects of extended unemployment insurance over the business cycle: evidence from regression discontinuity estimates over 20 years
- A regression model for the copula-graphic estimator
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
- Copula Based Polychotomous Choice Selectivity Model: Application to Occupational Choice and Wage Determination of Older Workers
- 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
- Some bivariate Schur-constant distributions and application to life insurance
- A nested copula duration model for competing risks with multiple spells
- General independent competing risks for maintenance analysis
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