Simplified Estimation of Multivariate Duration Models with Unobserved Heterogeneity
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Other versions of this item:
- Gordana Colby & Paul Rilstone, 2007. "Simplified estimation of multivariate duration models with unobserved heterogeneity," Computational Statistics, Springer, vol. 22(1), pages 17-29, April.
References listed on IDEAS
- Meyer, Bruce D, 1990. "Unemployment Insurance and Unemployment Spells," Econometrica, Econometric Society, vol. 58(4), pages 757-782, July.
- Butler, J S & Anderson, Kathryn H & Burkhauser, Richard V, 1989. "Work and Health after Retirement: A Competing Risks Model with Semiparametric Unobserved Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 71(1), pages 46-53, February.
- Söderberg, Hans & Lyhagen, Johan, 1999. "Testing for Independence in Multivariate Duration Models," SSE/EFI Working Paper Series in Economics and Finance 302, Stockholm School of Economics.
- Heckman, James J. & Singer, Burton, 1984. "Econometric duration analysis," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 63-132.
- Heckman, James J & Honore, Bo E, 1990. "The Empirical Content of the Roy Model," Econometrica, Econometric Society, vol. 58(5), pages 1121-1149, September.
- Colby, Gordana & Rilstone, Paul, 2004. "Nonparametric Identification Of Latent Competing Risks Models," Econometric Theory, Cambridge University Press, vol. 20(5), pages 883-890, October.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Congdon, Peter, 2008. "A bivariate frailty model for events with a permanent survivor fraction and non-monotonic hazards; with an application to age at first maternity," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4346-4356, May.
More about this item
Keywordsmultivariate duration model; retirement;
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
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