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dc.contributor.authorHorny, Guillaumeen_US
dc.contributor.authorMendes, Ruteen_US
dc.contributor.authorvan den Berg, Gerard J.en_US
dc.description.abstractWe study job durations using a multivariate hazard model allowing for workerspecific and firm-specific unobserved determinants. The latter are captured by unobserved heterogeneity terms or random effects, one at the firm level and another at the worker level. This enables us to decompose the variation in job durations into the relative contribution of the worker and the firm. We also allow the unobserved terms to be correlated. For the empirical analysis we use a Portuguese longitudinal matched employer-employee data set. The model is estimated with a Bayesian Markov Chain Monte Carlo (MCMC) estimation method. The results imply that firm characteristics explain around 30% of the variation in log job durations. In addition, we find a positive correlation between unobserved worker and firm characteristics.en_US
dc.publisherInst. for Labour Market Policy Evaluation Uppsalaen_US
dc.relation.ispartofseriesWorking paper // IFAU - Institute for Labour Market Policy Evaluation 2009:4en_US
dc.subject.keywordJob transitionsen_US
dc.subject.keywordassortative matchingen_US
dc.subject.keywordGibbs samplingen_US
dc.subject.keyworddynamic modelsen_US
dc.subject.keywordmatched employer-employee dataen_US
dc.subject.stwStatistische Bestandsanalyseen_US
dc.titleJob durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee dataen_US
dc.typeWorking Paperen_US
Appears in Collections:Working Papers, IFAU - Institute for Evaluation of Labour Market and Education Policy

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