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The unobserved heterogeneity distribution in duration analysis

Abbring, Jaap H.; Berg, Gerard J. van den - 2006

multivariate duration models. …

Persistent link: https://www.econbiz.de/10011349195

Empirical Monte Carlo evidence on estimation of timing-of-events models

Lombardi, Stefano; Berg, Gerard J. van den; Vikström, Johan - 2021

This paper builds on the Empirical Monte Carlo simulation approach developed by Huber et al. (2013) to study the estimation of Timing-of-Events (ToE) models. We exploit rich Swedish data of unemployed job-seekers with information on participation in a training program to simulate placebo...

Persistent link: https://www.econbiz.de/10012390913

Fixed-effects estimation of the linear discrete-time hazard model : an adjusted first-differences estimator

Tauchmann, Harald - 2019

This paper shows that popular linear fixed-effects panel-data estimators (first-differences, within-transformation) are biased and inconsistent when applied in a discrete-time hazard setting, that is, one with the outcome variable being a binary dummy indicating an absorbing state, even if the...

Persistent link: https://www.econbiz.de/10012120020

Empirical Monte Carlo evidence on estimation of Timing-of-Events models

Lombardi, Stefano; Berg, Gerard J. van den; Vikström, Johan - 2020

Persistent link: https://www.econbiz.de/10012419545

Chapter 55. Duration Models: Specification, Identification and Multiple Durations

Van Den Berg, Gerard J. - In: Handbook of econometrics : volume 5, (pp. 3381-3460). 2001

Since the early 1980s, the econometric analysis of duration variables has become widespread. This chapter provides an … overview of duration analysis, with an emphasis on the specification and identification of duration models, and with special … attention to models for multiple durations. Most of the chapter deals with so-called reduced-form duration models, notably the …

Persistent link: https://www.econbiz.de/10014024985