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.
References listed on IDEAS
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.:
- Robert Rich & Joseph Tracy, 2004.
"Uncertainty and Labor Contract Durations,"
The Review of Economics and Statistics,
MIT Press, vol. 86(1), pages 270-287, February.
- Robert W. Rich & Joseph Tracy, 2000. "Uncertainty and labor contract durations," Staff Reports 106, Federal Reserve Bank of New York.
- Robert Rich & Joseph Tracy, 2000. "Uncertainty and Labor Contract Durations," NBER Working Papers 7731, National Bureau of Economic Research, Inc.
- Leaf Danziger, 1988. "Real Shocks, Efficient Risk Sharing, and the Duration of Labor Contracts," The Quarterly Journal of Economics, Oxford University Press, vol. 103(2), pages 435-440.
- Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521845731, January.
- Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521608275, January.
- Roger Koenker & Kevin F. Hallock, 2001. "Quantile Regression," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 143-156, Fall.
- 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.
- Christofides, L. & Peng, C., 2004. "Contract Duration and Indexation in a Period of Real and Nominal Uncertainty," Working Papers 2004-3, University of Guelph, Department of Economics and Finance.
- Gray, Jo Anna, 1978. "On Indexation and Contract Length," Journal of Political Economy, University of Chicago Press, vol. 86(1), pages 1-18, February.
- Machado, Jose A.F. & Silva, J. M. C. Santos, 2005. "Quantiles for Counts," Journal of the American Statistical Association, American Statistical Association, vol. 100, pages 1226-1237, December.
- Jose A. F. Machado Machado & Joao Santos Silva Santos Silva, 2002. "Quantiles for counts," CeMMAP working papers CWP22/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- J.A.F. Machado & J. M. C. Santos Silva, 2003. "Quantiles for Counts," Econometrics 0303001, EconWPA.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January. Full references (including those not matched with items on IDEAS)