Durations in Panel Data Subject to Attrition: A Note on Estimation in the Case of a Stock Sample1

DOI10.1111/J.1467-9574.1995.TB01470.XMaRDI QIDQ4870009zbMATH OpenOpenAlexFDO

Authors Maarten Lindeboom, Gerard J. van den Berg

Publication date 17 March 1996

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1995.tb01470.x

zbMATH Keywords

attritionjob durationspanel surveystochastically related unobserved determinantsstock sampled duration dataunemployment durations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• Modeling unemployment duration in a dependent competing risks framework: Identification and estimation
• Econometric duration analysis
• ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
• A piecewise-constant hazard-rate model for the duration of unemployment in single-interview samples of the stock of unemployed
• Assessing the impact of initial nonresponse and attrition in the analysis of unemployment duration with panel surveys

Cites work

• Association measures for durations in bivariate hazard rate models
• Econometric duration analysis
• Estimating the Probability of Leaving Unemployment
• scientific article; zbMATH DE number 48304 (Why is no real title available?)
• Identification Results for Duration Models with Multiple Spells
• Sample Selection Bias as a Specification Error
• The Estimation of Models of Labour Market Behaviour

Cited in

(2)

• Assessing the impact of initial nonresponse and attrition in the analysis of unemployment duration with panel surveys
• Moment Estimation With Attrition

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