| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/t0157 |
| 来源ID | Technical Working Paper 0157 |
| Econometric Mixture Models and More General Models for Unobservables in Duration Analysis | |
| James J. Heckman; Christopher R. Taber | |
| 发表日期 | 1994-06-01 |
| 出版年 | 1994 |
| 语种 | 英语 |
| 摘要 | This paper considers models for unobservables in duration models. It demonstrates how cross-section and time-series variation in regressors facilitates identification of single-spell, competing risks and multiple spell duration models. We also demonstrate the limited value of traditional identification studies by considering a case in which a model is identified in the conventional sense but cannot be consistently estimated. |
| 主题 | Econometrics ; Estimation Methods |
| URL | https://www.nber.org/papers/t0157 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/562157 |
| 推荐引用方式 GB/T 7714 | James J. Heckman,Christopher R. Taber. Econometric Mixture Models and More General Models for Unobservables in Duration Analysis. 1994. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| t0157.pdf（788KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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