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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References listed on IDEAS
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- Robert W. Rich & Joseph Tracy, 2000.
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- Christofides, Louis N. & Peng, Chen, 2006.
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- 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.
- Machado, Jose A.F. & Silva, J. M. C. Santos, 2005.
"Quantiles for Counts,"
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- Gray, Jo Anna, 1978. "On Indexation and Contract Length," Journal of Political Economy, University of Chicago Press, vol. 86(1), pages 1-18, February.
- Koenker,Roger, 2005.
Cambridge University Press, number 9780521608275, December.
- 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 W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
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