Faster estimation of discrete time duration models with unobserved heterogeneity using hshaz2

David Troncoso Ponce

No 2017-06, Working Papers from FEDEA

Abstract: This article presents hshaz2, a new Stata command that uses d2 ml method to estimate discrete time duration models with unobserved heterogeneity. The main advantage of using hshaz2 is the gain in computation speed, that takes special relevance as the sample size increases.

Date: 2017-03
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