Duration dependence and nonparametric heterogeneity: A Monte Carlo study

DOI10.1016/S0304-4076(99)00064-0zbMath0956.62119OpenAlexW2116614555WikidataQ128153683 ScholiaQ128153683MaRDI QIDQ1573368

Michael Baker, Angelo Melino

Publication date: 11 March 2001

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00064-0

zbMATH Keywords

NPMLEdiscrete duration modelsample design

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

Related Items (17)

EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY ⋮ Time and causality: a Monte Carlo assessment of the timing-of-events approach ⋮ BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE ⋮ Competing risks copula models for unemployment duration: an application to a German Hartz reform ⋮ Profiling the plight of disconnected youth in America ⋮ A simple root-\(N\)-consistent semiparametric estimator for discrete duration models ⋮ Diagnostic analysis and computational strategies for estimating discrete time duration models -- a Monte Carlo study ⋮ Analytically calibrated Box--Cox percentile limits for duration and event-time models ⋮ Semiparametric competing risks analysis ⋮ Combining micro and macro unemployment duration data ⋮ Variable selection in discrete survival models including heterogeneity ⋮ The (mis)specification of discrete duration models with unobserved heterogeneity: a Monte Carlo study ⋮ Flexible parametric estimation technique for a competing risks model with unobserved heterogeneity: a Monte Carlo study ⋮ The distribution of unobserved heterogeneity in competing risks models ⋮ Empirical definition of social types in the analysis of inequality of opportunity: a latent classes approach ⋮ Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate ⋮ Correcting for selective compliance in a re-employment bonus experiment

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