Unobserved Heterogeneity in Multiple-Spell Multiple-States Duration Models
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- Govert Bijwaard, 2012. "Unobserved Heterogeneity in Multiple-Spell Multiple-States Duration Models," Norface Discussion Paper Series 2012033, Norface Research Programme on Migration, Department of Economics, University College London.
References listed on IDEAS
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- James Kau & Donald Keenan & Constantine Lyubimov, 2014. "First Mortgages, Second Mortgages, and Their Default," The Journal of Real Estate Finance and Economics, Springer, vol. 48(4), pages 561-588, May.
More about this item
Keywordsmultistate model; mixed proportional hazard; multiple spell multiple state duration; unobserved heterogeneity; frailty;
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- J61 - Labor and Demographic Economics - - Mobility, Unemployment, Vacancies, and Immigrant Workers - - - Geographic Labor Mobility; Immigrant Workers
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