A Multiscale Stochastic Conditional Duration Model
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DOI: 10.1142/S2010495216500202
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Cited by:
- Azar, José & Marinescu, Ioana & Steinbaum, Marshall & Taska, Bledi, 2020.
"Concentration in US labor markets: Evidence from online vacancy data,"
Labour Economics, Elsevier, vol. 66(C).
- José A. Azar & Ioana Marinescu & Marshall I. Steinbaum & Bledi Taska, 2018. "Concentration in US Labor Markets: Evidence From Online Vacancy Data," NBER Working Papers 24395, National Bureau of Economic Research, Inc.
- Azar, José & Marinescu, Ioana E. & Steinbaum, Marshall & Taska, Bledi, 2018. "Concentration in US Labor Markets: Evidence from Online Vacancy Data," IZA Discussion Papers 11379, Institute of Labor Economics (IZA).
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Keywords
Markov chain Monte Carlo; multiscale; auxiliary particle filter; probability integral transform; deviance information criterion;All these keywords.
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