Estimation Methods for Duration Models
AbstractThis paper is a selected overview of econometric methods for duration models and will appear in the forthcoming book The Economics of Search by the authors. The focus of the paper is on martingale methods for continuous time data and general methods for the analysis of discretetime data including multi-spell models and general life-history models.
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Bibliographic InfoPaper provided by Human Resources and Labor Studies, University of Minnesota (Twin Cities Campus) in its series Working Papers with number 0205.
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2005-01-23 (All new papers)
- NEP-ECM-2005-01-23 (Econometrics)
- NEP-LAB-2005-01-23 (Labour Economics)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
- McCall, Brian P., 1994.
"Specification diagnostics for duration models : A martingale approach,"
Journal of Econometrics,
Elsevier, vol. 60(1-2), pages 293-312.
- McCall, B.P., 1992. "Specification Diagnostics for Duration Models : A Martingale Approach," Papers 92-14, Minnesota - Industrial Relations Center.
- Bruce D. Meyer, 1991.
"Unemployment Insurance And Unemployment Spells,"
NBER Working Papers
2546, National Bureau of Economic Research, Inc.
- Kiefer, Nicholas M, 1988. "Economic Duration Data and Hazard Functions," Journal of Economic Literature, American Economic Association, vol. 26(2), pages 646-79, June.
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