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Nonparametric Estimation of Households’ Duration of Residence from Panel Data

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Abstract

In this paper we present a method that estimates the total duration of permanency for residential households starting from the lengths of stay declared by families in a micro panel survey. Throughout this study Spanish data are taken from the European Household Panel established between 1994 and 2001. The inference is based on those households surveyed in 1994 and onwards, including those who moved into their 1994-current residence after 1979. The follow-up of the household is conducted until the house is vacated or the sample observed in (year 2001) is finalized. We distinguish amongst owners, renters, and rent-free occupants or squatters (others), since these groups of households are known to exhibit a different pattern regarding residence time. Our approach for estimation is purely non parametric. This is an interesting feature, since we show that the renewal processes which represent the households’ mobility have a non-constant rate over the period 1980–1994 for owners and rent-free occupants. This fact invalidates the method of inference based on the equilibrium equation proposed by Anily et al. J Bus Econ Stat 17:373–381, 1999) in order to estimate the lengths of stay in each household.

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Acknowledgements

First author’s research was supported by the Grant MTM2005-01274 (FEDER funding included) of the Spanish Ministerio de Educación y Ciencia. Support from the Xunta de Galicia Grants PGIDIT06PXIC300117PN and PGIDIT07PXIB300191PR is also acknowledged.

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Authors and Affiliations

  1. Department of Statistics and Operations Research, Facultad de Ciencias Económicas y Empresariales, Universidad de Vigo, Campus Lagoas-Marcosende, 36310, Vigo, Spain

    Jacobo de Uña-Álvarez

  2. Department of Business and Marketing, University of Vigo, Vigo, Spain

    Raquel Arévalo-Tomé

  3. Department of Applied Economics, University of Vigo, Vigo, Spain

    M. Soledad Otero-Giráldez

Authors
  1. Jacobo de Uña-Álvarez
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  2. Raquel Arévalo-Tomé
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  3. M. Soledad Otero-Giráldez
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Correspondence to Jacobo de Uña-Álvarez.

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de Uña-Álvarez, J., Arévalo-Tomé, R. & Soledad Otero-Giráldez, M. Nonparametric Estimation of Households’ Duration of Residence from Panel Data. J Real Estate Finan Econ 39, 58–73 (2009). https://doi.org/10.1007/s11146-007-9102-2

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  • DOI: https://doi.org/10.1007/s11146-007-9102-2

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