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A reinvestigation of contract duration using Quantile Regression for Counts analysis

  • Liu, Chunping
  • Peng, Amy

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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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 106 (2010)
Issue (Month): 3 (March)
Pages: 184-187

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Handle: RePEc:eee:ecolet:v:106:y:2010:i:3:p:184-187
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  1. Robert Rich & Joseph Tracy, 2000. "Uncertainty and Labor Contract Durations," NBER Working Papers 7731, National Bureau of Economic Research, Inc.
  2. J.A.F. Machado & J. M. C. Santos Silva, 2003. "Quantiles for Counts," Econometrics 0303001, EconWPA.
  3. Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521608275.
  4. 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.
  5. Gray, Jo Anna, 1978. "On Indexation and Contract Length," Journal of Political Economy, University of Chicago Press, vol. 86(1), pages 1-18, February.
  6. 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.
  7. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
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