Application of a Simple Nonparametric Conditional Quantile Function Estimator in Unemployment Duration Analysis


Wichert, Laura ; Wilke, Ralf A.

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URL: https://madoc.bib.uni-mannheim.de/1436
URN: urn:nbn:de:bsz:180-madoc-14367
Document Type: Working paper
Year of publication: 2007
The title of a journal, publication series: ZEW Discussion Papers
Volume: 05-67
Place of publication: Mannheim
Edition: Version Juli 2007
Publication language: English
Institution: Sonstige Einrichtungen > ZEW - Leibniz-Zentrum für Europäische Wirtschaftsforschung
MADOC publication series: Veröffentlichungen des ZEW (Leibniz-Zentrum für Europäische Wirtschaftsforschung) > ZEW Discussion Papers
Subject: 330 Economics
Classification: JEL: C41 , C34 , C14,
Subject headings (SWD): Arbeitslosigkeit , Beschäftigungsstruktur , Quantil
Abstract: (version July 2007) 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 of Beran (1981) to more typical data situations in applied analysis. We show with simulations that the estimator has nice finite sample properties and our implementation appears to be fast. As an application we estimate nonparametric conditional quantile functions with German administrative unemployment durationn data.

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Wichert, Laura ; Wilke, Ralf A. (2007) Application of a Simple Nonparametric Conditional Quantile Function Estimator in Unemployment Duration Analysis. Open Access ZEW Discussion Papers Mannheim 05-67 [Working paper]
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