Econometric mixture models and more general models for unobservables in duration analysis

Stat Methods Med Res. 1994;3(3):279-99. doi: 10.1177/096228029400300306.

Abstract

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.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Algorithms
  • Computer Simulation
  • Models, Econometric*
  • Proportional Hazards Models
  • Risk Assessment*
  • Time Factors