Estimation Methods for Duration Models
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References listed on IDEAS
- Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
- Meyer, Bruce D, 1990. "Unemployment Insurance and Unemployment Spells," Econometrica, Econometric Society, vol. 58(4), pages 757-782, July.
- Kiefer, Nicholas M, 1988. "Economic Duration Data and Hazard Functions," Journal of Economic Literature, American Economic Association, vol. 26(2), pages 646-679, June.
- McCall, Brian P., 1994.
"Specification diagnostics for duration models : A martingale approach,"
Journal of Econometrics,
Elsevier, vol. 60(1-2), pages 293-312.
- McCall, B.P., 1992. "Specification Diagnostics for Duration Models : A Martingale Approach," Papers 92-14, Minnesota - Industrial Relations Center.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-01-23 (All new papers)
- NEP-ECM-2005-01-23 (Econometrics)
- NEP-LAB-2005-01-23 (Labour Economics)
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