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A special emphasis is put on two alternative procedures, namely the importance sampling algorithm and a new Gibbs sampling algorithm. Transition intensities, proportions of stayers and functions of these parameters are then estimated with the Gibbs sampling algorithm for individual transition data coming from the French Labour Force Surveys collected over the period 1986\u20132000. Copyright \u00a9 2003 John Wiley &amp; Sons, Ltd.<\/jats:p>","DOI":"10.1002\/jae.727","type":"journal-article","created":{"date-parts":[[2003,12,4]],"date-time":"2003-12-04T08:00:35Z","timestamp":1070524835000},"page":"697-723","source":"Crossref","is-referenced-by-count":22,"title":["Bayesian inference for the mover\u2013stayer model in continuous time with an application to labour market transition data"],"prefix":"10.1002","volume":"18","author":[{"given":"Denis","family":"Foug\u00e8re","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Thierry","family":"Kamionka","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2003,10,7]]},"reference":[{"key":"e_1_2_9_2_1","doi-asserted-by":"publisher","DOI":"10.2307\/1391303"},{"key":"e_1_2_9_3_1","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177707039"},{"key":"e_1_2_9_4_1","volume-title":"Statistical Inference for Markov Processes","author":"Billingsley P","year":"1961"},{"key":"e_1_2_9_5_1","doi-asserted-by":"publisher","DOI":"10.2307\/2519943"},{"key":"e_1_2_9_6_1","unstructured":"BuchinskyM FieldsG Foug\u00e8reD KramarzF.2002.Ranks or francs? 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