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

DOI10.1515/JEM-2015-0005zbMath1400.62329OpenAlexW2562592330MaRDI QIDQ1669823

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

frailtyArchimedean copulapolicy evaluation

Mathematics Subject Classification ID

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

Related Items (4)

A nested copula duration model for competing risks with multiple spells ⋮ A single risk approach to the semiparametric competing risks model with parametric Archimedean risk dependence ⋮ General independent competing risks for maintenance analysis ⋮ Multivariate failure time distributions derived from shared frailty and copulas

Uses Software

• cmprsk

Cites Work

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• An introduction to copulas.
• Duration dependence and nonparametric heterogeneity: A Monte Carlo study
• Estimating a semi-parametric duration model without specifying heterogeneity
• Nonstationarity in Job Search Theory
• A Proportional Hazards Model for the Subdistribution of a Competing Risk
• Estimates of marginal survival for dependent competing risks based on an assumed copula
• The Effects of Extended Unemployment Insurance Over the Business Cycle: Evidence from Regression Discontinuity Estimates Over 20 Years
• Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity
• A Regression Model for the Copula-Graphic Estimator
• A martingale approach to the copula-graphic estimator for the survival function under dependent censoring

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