Likelihood based inference for multi-state latent factor intensity models is hindered by the fact that exact closed-form expressions for the implied data density are not available. This is a common and well-known problem for most parameter driven dynamic econometric models. This paper reviews,...

Likelihood based inference for multi-state latent factor intensity models is hindered by the fact that exact closed-form expressions for the implied data density are not available. This is a common and well-known problem for most parameter driven dynamic econometric models. This paper reviews,...

Likelihood based inference for multi-state latent factor intensity models is hindered by the fact that exact closed-form expressions for the implied data density are not available. This is a common and well-known problem for most parameter driven dynamic econometric models. This paper reviews,...

Likelihood based inference for multi-state latent factor intensity models is hindered by the fact that exact closed-form expressions for the implied data density are not available. This is a common and well-known problem for most parameter driven dynamic econometric models. This paper reviews,...

In this paper we specify and estimate three state duration models of work, sickness and exit from the job to explain individual absenteeism behaviour of primary school teachers. There is a large variation of sickness absenteeism records across schools and absenteeism records of workers within a...

In this paper we specify and estimate three state duration models of work, sickness and exit from the job to explain individual absenteeism behaviour of primary school teachers. There is a large variation of sickness absenteeism records across schools and absenteeism records of workers within a...