Martin Burda, Matthew Harding, and Jerry Hausman, "A Bayesian 
Semi-Parametric Competing Risk Model with Unobserved Heterogeneity", 
Journal of Applied Econometrics, Vol. 30, No. 3, 2015, pp. 353-376.

The paper uses data from the Upjohn Institute for Employment Research
(www.upjohn.org), available for download at

www.upjohn.org/sites/default/files/erdc/data/SurveyUIExhaustees.zip 

The Upjohn data file contains a detailed documentation with an
in-depth description of each variable. The data set is provided in
several different software versions (SAS, Stata, ascii format). Below
we describe the contents of each variable that we use.

The paper further uses data on unemployment rates for individual US
States obtained from the Bureau of Labor Statistics, section on Local
Area Unemployment Statistics (LAUS), at
www.bls.gov/data/#unemployment. 

Our paper uses two specific data files:

A. Single Risk analysis: file "data_sr.txt"

The dataset contains 28 variables and there are 15,358 observations
for each variable.

(variable name)               (description)
1. duration     an individual's duration of unemployment, measured in weeks
2. race         dummy variable: black = 1, other = 0
3. age          dummy variable: over 50 years of age = 1, other = 0
4. rrate        replacement rate = weekly benefit / base period earnings
5.-28. uratew1 - uratew24  State unemployment rate in week1 - week24 of
                           individual unemployment spell

B. Competing Risk analysis: file "data_cr.txt"

The dataset contains 29 variables, and there are 1,243 observations for
each variable.

(variable name)               (description)

1. hazard_measure  categorical variable: previous job = 1, new job = 2
2. duration        an individual's duration of unemployment, measured in
                   weeks
3. race            dummy variable: black = 1, other = 0
4. age             dummy variable: over 50 years of age = 1, other = 0
5. rrate           replacement rate = weekly benefit / base period earnings
6.-29. uratew1 - uratew24  State unemployment rate in week1 - week24 of
                           individual unemployment spell

The datafiles are provided in the file data_sr_cr.zip, which contains
the ASCII text files data_sr.txt and data_cr.txt in DOS format.
Unix/Linux users should use "unzip -a".