October 2003

IZA DP No. 898: Nonparametric Estimation of a Dependent Competing Risks Model for Unemployment Durations

published in: Empirical Economics, 2008, 34 (3), 477-491

In this paper we simultaneously analyze transitions from unemployment to employment and to nonparticipation. We estimate a dependent competing risks model with nonparametric specifications of the destination-specific duration dependence and unobserved heterogeneity terms. We use a unique population data set of French unemployment over the period 1988- 1994, stratified by gender type, duration class and exit state.