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A note on the Weibull distribution and time ag gregation bias

  • Roed,K.
  • Zhang,T.

    (University of Oslo, Department of Economics)

The application of continuous time Weibull models on discrete unemployment duration data may result in severely biased baseline estimates. The bias can be substantial even for weekly duration data, and it is seriously aggravated if the Weibull model is erroneously mixed with a Gamma distribution for unobserved heterogeneity.

(This abstract was borrowed from another version of this item.)

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File URL: http://www.sv.uio.no/econ/english/research/unpublished-works/working-papers/pdf-files/2000/Memo-23-2000.pdf
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Paper provided by Oslo University, Department of Economics in its series Memorandum with number 23/2000.

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Date of creation: 2000
Date of revision:
Handle: RePEc:hhs:osloec:2000_023
Contact details of provider: Postal: Department of Economics, University of Oslo, P.O Box 1095 Blindern, N-0317 Oslo, Norway
Phone: 22 85 51 27
Fax: 22 85 50 35
Web page: http://www.oekonomi.uio.no/indexe.html
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  1. Knut Roed & Oddbjorn Raaum & Harald Goldstein, 1999. "Does unemployment cause unemployment? Micro evidence from Norway," Applied Economics, Taylor & Francis Journals, vol. 31(10), pages 1207-1218.
  2. Meyer, Bruce D, 1990. "Unemployment Insurance and Unemployment Spells," Econometrica, Econometric Society, vol. 58(4), pages 757-82, July.
  3. Bergstrom, R & Edin, P-A, 1992. "Time Aggregation and the Distributional Shape of Unemployment Duration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(1), pages 5-30, Jan.-Marc.
  4. Narendranathan, W. & Stewart, M.B., 1989. "Modelling The Probability Of Leaving Unemployment: Competing Risks Models With Flexible Baseline Hazards," The Warwick Economics Research Paper Series (TWERPS) 331, University of Warwick, Department of Economics.
  5. Aaberge, Rolf, 1996. "Unemployment duration models with non-stationary inflow and unobserved heterogeneity," Ricerche Economiche, Elsevier, vol. 50(2), pages 163-172, June.
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