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Unobservable factors and panel data sets: an investigation in the labour market

Unobservable factors and panel data sets: an investigation in the labour market
Unobservable factors and panel data sets: an investigation in the labour market
This paper investigates the effects of unobservable factors that, as is well-known, contaminate two of the variables most used in labour market research, namely the stock of unemployment and the stock of vacancies. Using a matching function framework, we compare different panel data estimators using a number of appropriate Hausman tests robust to deviations from the classical errors assumptions. The relevance of the choice of the model specification is underlined. It is shown to what extent conclusions lacking a rigorous statistical analysis may be misleading.
202
University of Southampton
Patacchini, E.
d6cdbc80-b0c9-4c3a-9fe7-82909073700f
Patacchini, E.
d6cdbc80-b0c9-4c3a-9fe7-82909073700f

Patacchini, E. (2002) Unobservable factors and panel data sets: an investigation in the labour market (Discussion Papers in Economics and Econometrics, 202) Southampton. University of Southampton

Record type: Monograph (Discussion Paper)

Abstract

This paper investigates the effects of unobservable factors that, as is well-known, contaminate two of the variables most used in labour market research, namely the stock of unemployment and the stock of vacancies. Using a matching function framework, we compare different panel data estimators using a number of appropriate Hausman tests robust to deviations from the classical errors assumptions. The relevance of the choice of the model specification is underlined. It is shown to what extent conclusions lacking a rigorous statistical analysis may be misleading.

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Published date: 2002

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Local EPrints ID: 33093
URI: http://eprints.soton.ac.uk/id/eprint/33093
PURE UUID: b1993e47-7a43-4869-9580-e6877c41c164

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Date deposited: 18 May 2006
Last modified: 15 Mar 2024 07:41

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Author: E. Patacchini

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