Discrete Time Duration Models with Group-level Heterogeneity
Anders Frederiksen (),
Bo Honoré () and
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Bo Honoré: Princeton University
No 05-008, Discussion Papers from Stanford Institute for Economic Policy Research
Dynamic discrete choice panel data models have received a great deal of attention. In those models, the dynamics is usually handled by including the lagged outcome as an explanatory variable. In this paper we consider an alternative model in which the dynamics is handled by using the duration in the current state as a covariate. We propose estimators that allow for group specific effect in parametric and semiparametric versions of the model. The proposed method is illustrated by an empirical analysis of job durations allowing for firm level effects.
Keywords: Panel Data; Discrete Choice; Duration Models (search for similar items in EconPapers)
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Journal Article: Discrete time duration models with group-level heterogeneity (2007)
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