A duration model with unobserved heterogeneity as a mixture of Dirichlet processes

DOI10.1016/S0165-1765(97)00053-0zbMath0895.90052OpenAlexW2056271575MaRDI QIDQ1389737

Jan Ondrich, Kislaya Prasad

Publication date: 30 June 1998

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(97)00053-0

zbMATH Keywords

semiparametric estimationDirichlet processunobserved heterogeneityduration model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Unnamed Item
• On a class of Bayesian nonparametric estimates: I. Density estimates
• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• More aspects of Pólya tree distributions for statistical modelling
• A Bayesian analysis of some nonparametric problems
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Econometric Methods for the Duration of Unemployment
• Estimating Normal Means with a Dirichlet Process Prior

This page was built for publication: A duration model with unobserved heterogeneity as a mixture of Dirichlet processes