Econometric Mixture Models and More General Models for Unobservables in Duration Analysis
This paper considers models for unobservables in duration models. It demonstrates how cross-section and time-series variation in regressors facilitates identification of single-spell, competing risks and multiple spell duration models. We also demonstrate the limited value of traditional identification studies by considering a case in which a model is identified in the conventional sense but cannot be consistently estimated.
|Date of creation:||Jun 1994|
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