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Simple non-parametric estimators for unemployment duration analysis

✍ Scribed by Laura Wichert; Ralf A. Wilke

Book ID
111039260
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
606 KB
Volume
57
Category
Article
ISSN
0035-9254

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Annual maxima (AM) and partial duration (PD) Β―ood series are modelled by parametric and non-parametric methods. In PD analysis the number of threshold exceedances is assumed to be Poisson distributed; the peak exceedances are described by the generalized Pareto (GP) and non-parametric (NP) distribut