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| Title: | | Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis  |
| Authors: | | Wilke, Ralf A. Wichert, Laura |
| Issue Date: | | 2005 |
| Series/Report no.: | | ZEW Discussion Papers 05-67 [rev.] |
| Abstract: | | We consider an extension of conventional univariate Kaplan-Meier type estimators for the hazard rate and the survivor function to multivariate censored data with a censored random regressor. It is an Akritas (1994) type estimator which adapts the nonparametric conditional hazard rate estimator of Beran (1981) to more typical data situations in applied analysis. We show with simulations that the estimator has nice finite sample properties and our implementation appears to be fast. As an application we estimate nonparametric conditional quantile functions with German administrative unemployment duration data. |
| Subjects: | | nonparametric estimation censoring unemployment duration |
| JEL: | | C41 C34 C14 |
| older Version: | | http://hdl.handle.net/10419/24187 |
| Document Type: | | Working Paper |
| Appears in Collections: | | Publikationen von Forscherinnen und Forschern des ZEW ZEW Discussion Papers
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