Simple Estimation of a Duration Model with Unobserved Heterogeneity

DOI10.2307/2938211zbMath0727.62111OpenAlexW2071377493MaRDI QIDQ3349842

Bo E. Honoré

Publication date: 1990

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2938211

zbMATH Keywords

order statisticsasymptotic distributionasymptotic varianceconsistent estimatorunobserved heterogeneityshape parameterWeibull duration modelfinite sample distributionlog-logistic model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

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