A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Nicoletti, Cheti & Rondinelli, Concetta, 2010.
"The (mis)specification of discrete duration models with unobserved heterogeneity: A Monte Carlo study,"
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- Ott Toomet, 2005. "Does an increase in unemployment income lead to longer unemployment spells? Evidence using Danish unemployment assistance data," Economics Working Papers 2005-07, Department of Economics and Business Economics, Aarhus University.
- Pål Børing, 2015. "The effects of firms’ R&D and innovation activities on their survival: a competing risks analysis," Empirical Economics, Springer, pages 1045-1069.
- Pål Børing, 2010. "Gamma Unobserved Heterogeneity and Duration Bias," Econometric Reviews, Taylor & Francis Journals, vol. 29(1), pages 1-19.
- Ott-Siim Toomet, 2005. "Does an Increase in Unemployment Income Lead to Longer Unemployment Spells? Evidence Using Danish Unemployment Assistance Data," Bank of Estonia Working Papers 2005-09, Bank of Estonia, revised 10 Oct 2005.
More about this item
Keywordsduration dependence; unobserved heterogeneity; non-parametric estimation; Monte Carlo study; time-varying covariates;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
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