Arbeitspapier

Measurement error bias reduction in unemployment durations

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The impact of duration response measurement error is investigated by using small variance approximations. The inconsistency of GMM estimators that ignore measurement error is studied for both single spell models with right censoring, and for a two spell lagged duration dependence model. The results suggest a corrected GMM estimator for the error free and measurement error distributions. When the error free density is known, identification is achieved by using the moment condition that defines the measurement error sensitive specification score test. The results are applied to unemployment duration data from the BHPS.

Sprache
Englisch

Erschienen in
Series: cemmap working paper ; No. CWP03/06

Klassifikation
Wirtschaft
Duration Analysis; Optimal Timing Strategies
Model Construction and Estimation
Thema
Measurement error , duration analysis , parameter approximations , GMM , score test , unemployment duration
Arbeitslosigkeit
Dauer
Momentenmethode
Statistischer Fehler
Statistische Bestandsanalyse

Ereignis
Geistige Schöpfung
(wer)
Dumangane, Montezuma
Ereignis
Veröffentlichung
(wer)
Centre for Microdata Methods and Practice (cemmap)
(wo)
London
(wann)
2006

DOI
doi:10.1920/wp.cem.2006.0306
Handle
Letzte Aktualisierung
11.03.0031, 11:44 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Original beim Datenpartner anzeigen

Objekttyp

  • Arbeitspapier

Beteiligte

  • Dumangane, Montezuma
  • Centre for Microdata Methods and Practice (cemmap)

Entstanden

  • 2006

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