Simplified estimation of multivariate duration models with unobserved heterogeneity
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Bibliographic InfoArticle provided by Springer in its journal Computational Statistics.
Volume (Year): 22 (2007)
Issue (Month): 1 (April)
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Web page: http://www.springerlink.com/link.asp?id=120306
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- Heckman, James J & Honore, Bo E, 1990. "The Empirical Content of the Roy Model," Econometrica, Econometric Society, vol. 58(5), pages 1121-49, September.
- Butler, J S & Anderson, Kathryn H & Burkhauser, Richard V, 1989. "Work and Health after Retirement: A Competing Risks Model with Semiparametric Unobserved Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 71(1), pages 46-53, February.
- Söderberg, Hans & Lyhagen, Johan, 1999. "Testing for Independence in Multivariate Duration Models," Working Paper Series in Economics and Finance 302, Stockholm School of Economics.
- Congdon, Peter, 2008. "A bivariate frailty model for events with a permanent survivor fraction and non-monotonic hazards; with an application to age at first maternity," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4346-4356, May.
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