The (mis)specification of discrete duration models with unobserved heterogeneity: a Monte Carlo study

DOI10.1016/J.JECONOM.2010.04.003zbMath1431.62656OpenAlexW2117086116MaRDI QIDQ736683

Concetta Rondinelli, Cheti Nicoletti

Publication date: 4 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.04.003

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (4)

Optimal designs for discrete-time survival models with random effects ⋮ Linear fixed-effects estimation with nonrepeated outcomes ⋮ Variable selection in discrete survival models including heterogeneity ⋮ Flexible parametric estimation technique for a competing risks model with unobserved heterogeneity: a Monte Carlo study

Uses Software

• Stata

Cites Work

• Unnamed Item
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• The unobserved heterogeneity distribution in duration analysis
• True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model
• Life Tables with Concomitant Information
• Regression Analysis of Grouped Survival Data with Application to Breast Cancer Data
• Econometric Methods for the Duration of Unemployment
• Discrete Choice Methods with Simulation

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