Unemployment Dynamics and Duration Dependence
提出一种非参数估计方法，用于区分失业退出率的真实持续时间依赖性与未观测异质性，并应用于美国数据，发现黑人和白人之间存在不同的持续时间效应。
A major issue in the analysis of unemployment durations concerns distinguishing genuine duration dependence of the exit rate out of unemployment from unobserved heterogeneity. The authors present a method for the nonparametric estimation of both phenomena, designed to be applicable to time-series data on aggregate outflows from different duration classes. The model explicitly takes into account that individual exit rates are affected by the business cycle and by seasonal effects. The method is applied to U.S. data. The authors find diverging duration effects among black and white individuals. However, except for white males, duration dependence is dominated by unobserved heterogeneity. Copyright 1996 by University of Chicago Press.