scholarly journals Worker Types, Job Displacement, and Duration Dependence

2021 ◽  
Vol 2021 (13) ◽  
Author(s):  
Victoria Gregory ◽  
Guido Menzio ◽  
David Wiczer
1990 ◽  
Vol 37 (2) ◽  
pp. 230-242 ◽  
Author(s):  
Thomas S. Moore
Keyword(s):  

Author(s):  
Andrew Q. Philips

In cross-sectional time-series data with a dichotomous dependent variable, failing to account for duration dependence when it exists can lead to faulty inferences. A common solution is to include duration dummies, polynomials, or splines to proxy for duration dependence. Because creating these is not easy for the common practitioner, I introduce a new command, mkduration, that is a straightforward way to generate a duration variable for binary cross-sectional time-series data in Stata. mkduration can handle various forms of missing data and allows the duration variable to easily be turned into common parametric and nonparametric approximations.


2005 ◽  
Vol 23 (3) ◽  
pp. 467-489 ◽  
Author(s):  
Rasmus Lentz ◽  
Torben Tranæs

2017 ◽  
Vol 9 (2) ◽  
pp. 1-31 ◽  
Author(s):  
Pawel Krolikowski

Workers who suffer job displacement experience surprisingly large and persistent earnings losses. This paper proposes an explanation for this robust empirical puzzle in a model of search with a significant job ladder and increased separation rates for the recently hired. In addition to capturing the depth and persistence of displaced worker earnings losses, the model matches: employment-to-nonemployment and employer-to-employer probabilities by tenure; the empirical decomposition of earnings losses into reduced wages and employment; observed wage dispersion; and the distribution of wage changes around a nonemployment event. (JEL J31, J63, J64)


1994 ◽  
Vol 29 (3) ◽  
pp. 379 ◽  
Author(s):  
Grant McQueen ◽  
Steven Thorley

2010 ◽  
Vol 18 (3) ◽  
pp. 293-294 ◽  
Author(s):  
Nathaniel Beck

Carter and Signorino (2010) (hereinafter “CS”) add another arrow, a simple cubic polynomial in time, to the quiver of the binary time series—cross-section data analyst; it is always good to have more arrows in one's quiver. Since comments are meant to be brief, I will discuss here only two important issues where I disagree: are cubic duration polynomials the best way to model duration dependence and whether we can substantively interpret duration dependence.


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