Unobserved Heterogeneity in Multiple-Spell Multiple-States Duration Models
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- Bijwaard, Govert, 2011. "Unobserved Heterogeneity in Multiple-Spell Multiple-States Duration Models," IZA Discussion Papers 5748, Institute for the Study of Labor (IZA).
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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
Keywordsmultiple spell multiple state duration; mixed proportional hazard; multistate model; 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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