Durations in Panel Data Subject to Attrition: A Note on Estimation in the Case of a Stock Sample1
From MaRDI portal
Publication:4870009
DOI10.1111/J.1467-9574.1995.TB01470.XzbMath0840.62099OpenAlexW1992569952MaRDI QIDQ4870009
Maarten Lindeboom, Gerard. J. van den Berg
Publication date: 17 March 1996
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9574.1995.tb01470.x
attritionpanel surveyunemployment durationsjob durationsstochastically related unobserved determinantsstock sampled duration data
Cites Work
- Unnamed Item
- Econometric duration analysis
- Association measures for durations in bivariate hazard rate models
- The Estimation of Models of Labour Market Behaviour
- Identification Results for Duration Models with Multiple Spells
- Sample Selection Bias as a Specification Error
- Estimating the Probability of Leaving Unemployment
This page was built for publication: Durations in Panel Data Subject to Attrition: A Note on Estimation in the Case of a Stock Sample1