Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
references
Anderson T.W. and Goodman L.A., 1957, “Statistical inference about Markov chains”, Annals of Mathematical Statistics, Vol. 28, 89–110.
Baker M. and Melino A., 2000, “Duration dependence and nonparametric heterogeneity: a Monte Carlo study”, Journal of Econometrics, Vol. 96, No. 2, 357–393.
Billingsley P., 1961, Statistical inference for Markov processes. The University of Chicago Press.
Blumen I., Kogan M. and Mac Carthy P.J., 1955, “The industrial mobility of labor as a probability process”, Cornell Studies of Industrial and Labor Relations, Vol. 6, Ithaca N.Y., Cornell University Press.
Bonnal L., Fougère D. and Sérandon A., 1997, “Evaluating the impact of french employment policies on individual labour market histories”, Review of Economic Studies, Vol. 64, No. 4, 683–713.
Burdett K., Kiefer N., Mortensen D.T. and Neuman G., 1984a, “Ear-nings, unemployment and the allocation of time over time”, Review of Economic Studies, Vol. 51, No. 4, 559–578.
Burdett K., Kiefer N., Mortensen D.T. and Neuman G., 1984b, “Steady states as natural rates in a dynamic discrete choice model of labor supply”, in: Studies in labor market dynamics, G.R. Neuman and N.C. Westergard-Nielsen (eds.), Berlin: Springer-Verlag, 74–97.
Burdett K., Kiefer N. and Sharma S., 1985, “Layoffs and duration dependence in a model of turnover”, Journal of Econometrics, Vol. 28, No. 1, 51–69.
Butler J.S., Anderson K.H. and Burkhauser R.V., 1986, “Testing the relationship between work and health: a bivariate hazard model”, Economics Letters, Vol. 20, 383–386.
Butler J.S., Anderson K.H. and Burkhauser R.V., 1989, “Work $\ $and health after retirement: a competing risks model with semiparametric unobserved heterogeneity”, Review of Economics and Statistics, Vol. 70, No. 1, 46–53.
Card D. and Sullivan D., 1988, “Measuring the effect of subsidized training programs on movements in and out of employment”, Econometrica, Vol. 56, 497–530.
Chesher A., and Lancaster T., 1983, “The estimation of models of labour market behavior”, Review of Economic Studies, Vol. 50, No. 4, 609-624.
Chung K.L., 1967, Markov chains with stationary transition probabilities. Berlin: Springer - Verlag.
Doob J.L., 1953, Stochastic processes. New-York: Wiley.
Eberwein C., Ham J.C. and Lalonde R.J., 1997, “The impact of being offered and receiving classroom training on the employment histories of disadvantaged women: evidence from experimental data”, The Review of Economic Studies, Vol. 64, No. 4, 655–682.
Eberwein C., Ham J.C. and Lalonde R.J., 2002, “Alternative methods of estimating program effects in event history mdoels”, Labour Economics, Vol. 9, 249–278.
Eckstein Z. and Wolpin K.I., 1989, “The specification and estimation of dynamic stochastic discrete choice models”, Journal of Human Resources, Vol. 24, No. 4, 562–598.
Elfving G., 1937, “Zur Theorie der Markoffschen Ketten”, Acta Social Science Fenicae, series A2, No. 8, 1–17.
Flinn C.J. and Heckman J.J., 1982a, “New methods for analyzing structural models of labor force dynamics", Journal of econometrics, Vol. 18, 115–168.
Flinn C.J. and Heckman J.J., 1982b, “Models for the analysis of labor force dynamics”, in: Advances in Econometrics, Vol. 1, R. Basmann and G. Rhodes (eds.), Greenwich, Conn.: JAI Press, 35–95.
Flinn C.J. and Heckman J.J., 1983a, “The likelihood function for the multistate-multiepisode model”, in: Advances in econometrics, Vol. 2, R. Basmann and G. Rhodes (eds.), Greenwich, Conn.: JAI Press, 225–231.
Flinn C.J. and Heckman J.J., 1983b, “Are unemployment and out of the labor force behaviorally distinct labor force states?”, Journal of labor economics, Vol. 1, No. 1, 28–42.
Foug‘ere D. and Kamionka T., 2003, “Bayesian inference for the mover-stayer model in continuous-time with an application to labour market transition data”, Journal of Applied Econometrics, Vol. 18, No. 6, 697–723.
Foug‘ere D., Kamionka T. and Prieto A., 2005, “Stock-sampling bias in unemployment competing-risks duration models”, mimeo, CREST-INSEE, Paris.
Frydman H., 1984, “Maximum likelihood estimation in the mover-stayer model”, Journal of the American Statistical Association, Vol. 79, 632–638.
Geweke J., Marshall R.C. and Zarkin G.A., 1986a, “Exact inference for continuous time Markov chains”. Review of Economic Studies, Vol. 53, 653–669.
Geweke J., Marshall R.C. and Zarkin G.A., 1986b, “Mobility indices in continuous-time Markov chains”, Econometrica, Vol. 54, No. 6, 1407–1423.
Gilbert L., Kamionka T. and Lacroix G., 2001, “The Impact of Government-Sponsored Training Programs on the Labor Market Transitions of Disadvantaged Men”, Crest Working Paper 2001-15, Paris.
Goodman L.A., 1961, “Statistical methods for the mover-stayer model”, Journal of the American Statistical Association, Vol. 56, 841–868.
Gouri’eroux C. and Monfort A., 1997, Simulation-based econometric methods, Oxford: Oxford University Press.
Gritz R.M., 1993, “The impact of training on the frequency and the duration of employment”, Journal of Econometrics, Vol. 57, 21–51.
Ham J.C. and Lalonde R.J., 1996, “The Effect of Sample Selection and Initial Conditions in Duration Models: Evidence from Experimental Data on Training”, Econometrica, Vol. 64, No. 1, 175–205.
Heckman J., 1990, “Alternative approaches to the evaluation of social programs ; Econometric and experimental methods”, Barcelona Lecture, 6th World Congress of the Econometric Society, Barcelona, Spain.
Heckman J.J. and Borjas G.J., 1980, “Does unemployment cause future unemployment? Definitions, questions and answers from a continuous time model of heterogeneity and state dependence”, Economica, Vol. 47, 247–283.
Heckman J.J., Lalonde R. and Smith J., 1999, “The economics and econometrics of active labor market policies”, in: The Handbook of Labor Economics, Vol. 3A, O. Ashenfelter and D. Card (eds.), Amsterdam, North-Holland, 1865–2097.
Heckman J.J., and Singer B., 1984, “Econometric duration analysis”, Journal of Econometrics, Vol. 24, 63–132.
Kalbfleisch J.D. and Lawless J.F., 1985, “The analysis of panel data under a Markov assumption”, Journal of the American Statistical Association, Vol. 80, No. 392, 863–871.
Kamionka T., 1998, “Simulated maximum likelihood estimation in transition models”, Econometrics Journal, Vol. 1, C129–153.
Kamionka T. and G. Lacroix, 2003, "Assessing the impact of non-response on the treatment effect in the Canadian self-sufficiency experiment", Crest working paper 2003-37, forthcoming in Annales d’Economie et de Statistique.
Kingman J.F.C., 1962, “The imbedding problem for finite Markov chains”, Zeitschrift fur Wahr-schein-lichkeitstheorie, No. 1, 14–24.
Klein J.P. and Moeschberger M.L., 2003, “Survival analysis: techniques for censored and truncated data”, Second Edition, New York: Springer.
Lancaster T., 1990a, The econometric analysis of transition data. New York, USA, Cambridge University Press, 336p.
Lancaster T., 1990b, “A paradox in choice-based sampling”, Working Paper 9017, Department of Economics, Brown University.
Lancaster T. and Imbens G.W., 1990, “Choice-based sampling of dynamic populations”, in: Panel data and labor market studies, J. Hartog, G. Ridder and J. Theeuwes (eds.), Amsterdam, North-Holland, 21–44.
Lancaster T. and Imbens G.W., 1995, “Optimal stock/flow panels”, Journal of Econometrics, Vol. 66, No. 1–2, 325–348.
Lindeboom M. and van den Berg G., 1994, “Heterogeneity in models for bivariate survival: the importance of the mixing distribution”, Journal of the Royal Statistical Society, Series B, 56, 49–60.
Magnac T. and Robin J.M., 1994, “An econometric analysis of labour market transitions using discrete and tenure data”, Labour Economics, Vol. 1, 327–346.
Magnac T., Robin J.M. and Visser M., 1995, “Analysing Incomplete Individual Employment Histories Using Indirect Inference”, Journal of Applied Econometrics, Vol. 10, S153–S169.
Mealli F. and Pudney S., 1996, “Occupational pensions and job mobility in Britain: estimation of a random-effects competing risks model”, Journal of Applied Econometrics, Vol. 11, 293–320.
Mealli F. and Pudney S., 2003, “Applying heterogeneous transition models in labor economics: the role of youth training in labour market transitions”, in: Analysis of Survey Data, R. L. Chambers and C. J. Skinner (eds.), New-York, Wiley, 245–274.
Mortensen D., 1986, “Job search and labor market analysis”, in: Handbook of Labor Economics, Vol. 2, O. Ashenfelter and R. Layard (eds), Amsterdam, North-Holland, 849–919.
Mortensen D.T. and Neuman G.R., 1984, “Choice or chance? A structural interpretation of individual labor market histories”, in: Studies in labor market dynamics, edited by G.R. Neuman and N.C. Westergard-Nielsen, Berlin: Springer-Verlag, 98–131.
Olsen R., Smith D. and Farkas G., 1986, “Structural and reduced-form models of choice among alternatives in continuous time: youth employment under a guaranted jobs program”, Econometrica, Vol. 54, 375–394.
Ondrich J., 1985, “The Initial Conditions Problem in Work History Data”, Review of Economics and Statistics, Vol. 67, No. 3, 411–421.
Phillips P.C.B., 1973, “The problem of identification in finite parameter continuous time models”, Journal of Econometrics, Vol. 1, No. 4, 351–362.
Ridder G., 1986, “An event history approach to the evaluation of training, recruitment and employment programmes”, Journal of applied econometrics, Vol. 1, No. 2, 109–126.
Robert Ch. P. and G. Casella, 2002, Monte Carlo Statistical Methods. New York: Springer.
Runnenberg J.Th., 1962, “On Elfving’s problem of imbedding a discrete-time Markov chain in a continuous-time one for finitely many states”, Proceedings, Koninklijke Nederlandse Akademic van Wetenschappen, ser. A, Mathematical Sciences, Vol. 65, No. 5, 536–41.
Rust J., 1994, “Dynamic structural models; Problems and prospects: discrete decision processes”, in C. Sims (ed): Advances in Econometrics, Sixth World Congress, Vol. II, Econometric Society Monographs, Cambridge: Cambridge University Press, 119–170.
Sampson M., 1990, “A Markov chain model for unskilled workers and the highly mobile”, Journal of the American Statistical Association, Vol. 85, No. 409, 177–180.
Singer B., 1981, “Estimation of nonstationary Markov chains from panel data”, Sociological Methodology, San Francisco. Samuel Leinhart-Jossey-Bass Publishers.
Singer B., 1982, “Aspects of non-stationarity”, Journal of Econometrics, Vol. 18, 169–190.
Singer B. and Spilerman S., 1976a, “The representation of social processes by Markov models”, American Journal of Sociology, Vol. 82, No. 1, 1–54.
Singer B. and Spilerman S., 1976b, “Some methodological issues in the analysis of longitudinal surveys”, Annals of Economic and Social Measurement, Vol. 5, No. 4, 447-474.
Spilerman S., 1972, “Extensions of the mover-stayer model”, American Journal of Sociology, Vol. 78, No. 3, 599–626.
Trivedi P.K. and Alexander J.N., 1989, “Re-employment probability and multiple spells: a partial-likelihood approach”, Journal of business and economic statistics, Vol. 7, No. 3, 395–401.
Tuma N.B. and Robins P.K., 1980, “A dynamic model of employment behavior: an application to the Seattle and Denver Income Maintenance Experiments”, Econometrica, Vol. 48, No. 4, 1031–1052.
Van den Berg G.J., 1997, “Association measures for durations in bivariate hazard rate models”, Journal of Econometrics, Vol. 79, No. 2, 221–245.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2008 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Fougère, D., Kamionka, T. (2008). Econometrics of Individual Labor Market Transitions. In: Mátyás, L., Sevestre, P. (eds) The Econometrics of Panel Data. Advanced Studies in Theoretical and Applied Econometrics, vol 46. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-75892-1_25
Download citation
DOI: https://doi.org/10.1007/978-3-540-75892-1_25
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-75889-1
Online ISBN: 978-3-540-75892-1
eBook Packages: Business and EconomicsEconomics and Finance (R0)