A reinvestigation of contract duration using Quantile Regression for Counts analysis
In this paper, a Quantile Regression for Counts Model (QRCM) is used to accommodate the discrete nature of the contract duration variable. Our results show that important time-variant variables behave differently at the tails of the distribution.
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- Christofides, L. & Peng, C., 2004.
"Contract Duration and Indexation in a Period of Real and Nominal Uncertainty,"
2004-3, University of Guelph, Department of Economics and Finance.
- Christofides, Louis N. & Peng, Chen, 2006. "Contract duration and indexation in a period of real and nominal uncertainty," Labour Economics, Elsevier, vol. 13(1), pages 61-86, February.
- Louis Christofides & Amy Chen Peng, 2003. "Contract Duration and Indexation in a Period of Real and Nominal Uncertainty," CESifo Working Paper Series 994, CESifo Group Munich.
- J.A.F. Machado & J. M. C. Santos Silva, 2003.
"Quantiles for Counts,"
- Robert Rich & Joe Tracy, 2000.
"Uncertainty and labor contract durations,"
106, Federal Reserve Bank of New York.
- Roger Koenker & Kevin F. Hallock, 2001. "Quantile Regression," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 143-156, Fall.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Danziger, Leif, 1988. "Real Shocks, Efficient Risk Sharing, and the Duration of Labor Contracts," The Quarterly Journal of Economics, MIT Press, vol. 103(2), pages 435-40, May.
- Gray, Jo Anna, 1978. "On Indexation and Contract Length," Journal of Political Economy, University of Chicago Press, vol. 86(1), pages 1-18, February.
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