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
|
References listed on IDEAS
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