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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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File URL: http://www.sciencedirect.com/science/article/B6V84-4XSTD03-1/2/dc339f76d73b501b050c4a437ac54477
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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
Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet

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  1. 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.
  2. Jose A. F. Machado & J. M. C. Santos Silva, 2002. "Quantiles for counts," CeMMAP working papers CWP22/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. 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.
  4. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
  5. 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.
  6. Gray, Jo Anna, 1978. "On Indexation and Contract Length," Journal of Political Economy, University of Chicago Press, vol. 86(1), pages 1-18, February.
  7. Roger Koenker & Kevin F. Hallock, 2001. "Quantile Regression," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 143-156, Fall.
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