Econometric Mixture Models and More General Models for Unobservables in Duration Analysis
James Heckman and
Christopher R. Taber
No 157, NBER Technical Working Papers from National Bureau of Economic Research, Inc
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.
JEL-codes: C41 (search for similar items in EconPapers)
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