| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP6250 |
| DP6250 Learning and the Great Inflation | |
| Martin Ellison; Giacomo Carboni | |
| 发表日期 | 2007-04-16 |
| 出版年 | 2007 |
| 语种 | 英语 |
| 摘要 | In a large class of hazard models with proportional unobserved heterogeneity, the distribution of the heterogeneity among survivors converges to a gamma distribution. This convergence is often rapid. We derive this result as a general result for exponential mixtures and explore its implications for the specification and empirical analysis of univariate and multivariate duration models. |
| 主题 | Labour Economics |
| 关键词 | Duration analysis Exponential mixture Gamma distribution Limit distribution Mixed proportional hazard |
| URL | https://cepr.org/publications/dp6250 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/535069 |
| 推荐引用方式 GB/T 7714 | Martin Ellison,Giacomo Carboni. DP6250 Learning and the Great Inflation. 2007. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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