Stratified partial likelihood estimation
When multiple durations are generated by a single unit, they may be related in a way that is not fully captured by the regressors. The omitted unit-specific variables might vary over the durations. They might also be correlated with the variables in the regression compenent. We propose an estimator that responds to these concerns and develop a specification test for detecting unobserved unit-specific effects.
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Volume (Year): 92 (1999)
Issue (Month): 2 (October)
Pages: 193-232
| Handle: | RePEc:eee:econom:v:92:y:1999:i:2:p:193-232 |
| Contact details of provider: | Web page: http://www.elsevier.com/locate/jeconom
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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.:
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- Rosenzweig, Mark R. & Wolpin, Kenneth I., 1984. "Heterogeneity, Intrafamily Distribution and Child Health," Bulletins 8429, University of Minnesota, Economic Development Center.
- Wolpin, Kenneth I, 1984. "An Estimable Dynamic Stochastic Model of Fertility and Child Mortality," Journal of Political Economy, University of Chicago Press, vol. 92(5), pages 852-874, October.
- Tunali, Insan & Pritchett, Jonathan B, 1997. "Cox Regression with Alternative Concepts of Waiting Time: The New Orleans Yellow Fever Epidemic of 1853," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(1), pages 1-25, Jan.-Feb..
- J. Fitzgerald, "undated". "A hazard model for welfare durations with unobserved location-specific effects," Institute for Research on Poverty Discussion Papers 1046-94, University of Wisconsin Institute for Research on Poverty.
- George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, EconWPA, revised 07 Mar 1996.
- Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-956, July. Full references (including those not matched with items on IDEAS)
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