A complete list of this memo-series is available in a PDF® format at: Abstract We develop a new indicator of labour market tightness, based on the pure calendar time changes in individuals' transition rates from unemployment to employment. Based on Norwegian register data from the 1989-2002 period, we show that this indicator , in contrast to the aggregate… (More)
Suggests compiler Description Estimate linear models with multiple group fixed effects
a r t i c l e i n f o JEL classifications: C14 C15 C41 J64 J65 J68 Keywords: Multivariate hazards Job search Job quality Timing-of-events NPMLE MMPH We examine the impacts of time-limited unemployment insurance (UI) and active labor market programs (ALMP) on the duration and outcome of job search in Norway. We use a comprehensive simultaneous equations… (More)
Since there is quite a lot of confusion here and there about what happens when factors are collinear; here is a walkthrough of the identification problems which may arise in models with many dummies, and how lfe handles them. (Or, at the very least, attempts to handle them). The lfe package is used for ordinary least squares estimation, i.e. models which… (More)
If you use lfe for various tasks, you will notice that some estimations converge fast, whereas others converge slowly. Convergence rate of the methods used by lfe is not a walk in the park. Here are some examples.
Here is a proof for the demeaning method used in lfe, and a description of the methods used for solving the residual equations. As well as a toy-example. This is a preliminary version of . This method, formulated as the Gauss-Seidel algorithm, was noted in  without the author noticing it in the first version of this paper.