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DTSTART:20210328T010000
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DTSTART;TZID=Europe/Helsinki:20210525T150000
DTEND;TZID=Europe/Helsinki:20210525T161500
DTSTAMP:20260712T072500
CREATED:20210211T082927Z
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SUMMARY:Arnaud MAUREL (Duke University)  - "Conditional Choice Probability Estimation of Continuous Time Job Search Models "
DESCRIPTION:Microeconometrics Seminar: Every Tuesday \nTime: 03:00 pm – 4:15 pm\nDate: 25th of May 2021\nby visio\nArnaud MAUREL (Duke University) – “Conditional Choice Probability Estimation of Continuous Time Job Search Models” \nAbstract: We propose a new method to estimate continuous-time job search models. Our approach is based on an adaptation of the conditional choice　probability estimation methods　to a continuous-time job search environment. To do so\, the proposed framework incorporates preference shocks into the search framework\, resulting in a tight connection　between value functions and conditional choice probabilities. Our method\, relative to standard estimation methods for continuous-time job search models\, yields considerable　computational gains. In particular\, this method makes it possible to estimate rich\, possibly non-stationary\, job search models without having to solve any differential　equation\, and in some cases even avoiding any optimization altogether. We apply our method to analyze the effect of unemployment benefit expiration on the duration of　unemployment and wages using rich longitudinal data from Hungarian administrative records. (joint with P. Arcidiacono\, A. Gyetvai and E. Jardim). \nOrganizers:\n\nBenoît SCHMUTZ (Pôle d’économie du CREST)\nAnthony STRITTMATTER (Pôle d’économie du CREST)\nSponsors:\nCREST\n\n
URL:https://crest.science/event/arnaud-maurel-2/
CATEGORIES:Applied Seminar,Economics,Microeconometrics,Seminars
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