Unobserved heterogeneity in multi-spell discrete time duration model
This paper considers the estimation of discrete time duration models. We highlight the enhance identification opportunities embedded in multiple spell data to separately identify the effect of duration dependence and individual time invariant unobserved heterogeneity.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
| Length: | 35pages |
| Date of creation: | 2010 |
| Date of revision: | |
| Handle: | RePEc:cea:doctra:e2010_13 |
| Contact details of provider: | Postal: c/ Bailén 50. 41001 Sevilla Phone: (34) 955 055 210 Fax: (34) 955 055 211 Web page: http://www.centrodeestudiosandaluces.es Email: More information through EDIRC
|
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.:
- Jenkins, Stephen P, 1995. "Easy Estimation Methods for Discrete-Time Duration Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 57(1), pages 129-38, February.
- Gaure, Simen & Røed, Knut & Zhang, Tao, 2005.
"Time and Causality: A Monte Carlo Assessment of the Timing-of-Events Approach,"
Memorandum
19/2005, Oslo University, Department of Economics.
- Gaure, Simen & Roed, Knut & Zhang, Tao, 2007. "Time and causality: A Monte Carlo assessment of the timing-of-events approach," Journal of Econometrics, Elsevier, vol. 141(2), pages 1159-1195, December.
- Kalwij, Adriaan, 2001. "Individuals' Unemployment Experiences: Heterogeneity and Business Cycle Effects," IZA Discussion Papers 370, Institute for the Study of Labor (IZA).
- Ridder, Geert & Tunali, Insan, 1999.
"Stratified partial likelihood estimation,"
Journal of Econometrics,
Elsevier, vol. 92(2), pages 193-232, October.
- Ridder, G. & Tunali, I., 1997. "Stratified Partial Likelihood Estimation," Papers 1997/17, Koc University.
- Olympia Bover & Manuel Arellano & Samuel Bentolila, 2002.
"Unemployment Duration, Benefit Duration and the Business Cycle,"
Economic Journal,
Royal Economic Society, vol. 112(479), pages 223-265, April.
- Olympia Bover & Manuel Arellano & Samuel Bentolila, 1996. "Unemployment duration, benefit duration, and the business cycle," Estudios Económicos, Banco de España;Estudios Económicos Homepage, number 57, October.
- Arellano, Manuel & Bentolila, Samuel & Bover, Olympia, 1998. "Unemployment Duration, Benefit Duration and the Business Cycle," CEPR Discussion Papers 1840, C.E.P.R. Discussion Papers.
- Bover, O. & Arellano, M. & Bentolila, S., 1997. "Unemployment Duration, Benefit Duration, and the Business Cycle," Papers 9717, Centro de Estudios Monetarios Y Financieros-.
- Anders Frederiksen & Bo E. Honoré & Luojia Hu, 2006.
"Discrete Time Duration Models with Group-level Heterogeneity,"
Discussion Papers
05-008, Stanford Institute for Economic Policy Research.
- Frederiksen, Anders & Honore, Bo E. & Hu, Luojia, 2007. "Discrete time duration models with group-level heterogeneity," Journal of Econometrics, Elsevier, vol. 141(2), pages 1014-1043, December.
- Jaap H. Abbring & Gerard J. van den Berg, 2003. "The Nonparametric Identification of Treatment Effects in Duration Models," Econometrica, Econometric Society, vol. 71(5), pages 1491-1517, 09.
- Jaap H. Abbring & Gerard J. van den Berg, 2006.
"The Unobserved Heterogeneity Distribution in Duration Analysis,"
Tinbergen Institute Discussion Papers
06-059/3, Tinbergen Institute.
- Jaap H. Abbring & Gerard J. Van Den Berg, 2007. "The unobserved heterogeneity distribution in duration analysis," Biometrika, Biometrika Trust, vol. 94(1), pages 87-99.
- Abbring, Jaap H & van den Berg, Gerard J, 2007. "The Unobserved Heterogeneity Distribution in Duration Analysis," CEPR Discussion Papers 6219, C.E.P.R. Discussion Papers.
- Knut R¯ed & Oddbj¯rn Raaum, 2003. "Administrative registers - Unexplored reservoirs of Scientific Knowledge?," Economic Journal, Royal Economic Society, vol. 113(488), pages F258-F281, 06.
This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.
When requesting a correction, please mention this item's handle: RePEc:cea:doctra:e2010_13. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Susana Mérida)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.