Econometric Mixture Models and More General Models for Unobservables in Duration Analysis
AbstractThis paper considers models for unobservables in duration models. It demonstrates how cross-section and time-series variation in regressors facilitates identification of single-spell, competing risks and multiple spell duration models. We also demonstrate the limited value of traditional identification studies by considering a case in which a model is identified in the conventional sense but cannot be consistently estimated.
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Bibliographic InfoPaper provided by National Bureau of Economic Research, Inc in its series NBER Technical Working Papers with number 0157.
Date of creation: Jun 1994
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Find related papers by JEL classification:
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
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- McCall, B.P., 1993. "Identifying State Dependence in Duration Models with Time-Varying Regressions," Papers 93-06, Minnesota - Industrial Relations Center.
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