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Econometric Mixture Models and More General Models for Unobservables in Duration Analysis / James J. Heckman, Christopher R. Taber.
- Format:
- Book
- Author/Creator:
- Heckman, James J.
- Series:
- Technical Working Paper Series (National Bureau of Economic Research) no. t0157.
- NBER technical working paper series no. t0157
- Language:
- English
- Physical Description:
- 1 online resource: illustrations (black and white);
- Place of Publication:
- Cambridge, Mass. National Bureau of Economic Research 1994.
- Summary:
- 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.
- Notes:
- Print version record
- June 1994.
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