NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Econometric Mixture Models and More General Models for Unobservables in Duration Analysis

James J. Heckman, Christopher R. Taber

NBER Technical Working Paper No. 157
Issued in June 1994
NBER Program(s):   LS

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.

download in pdf format
   (789 K)

email paper

This paper is available as PDF (789 K) or via email.

Machine-readable bibliographic record - MARC, RIS, BibTeX

Document Object Identifier (DOI): 10.3386/t0157

Users who downloaded this paper also downloaded these:
Ham, Li, and Shore-Sheppard w15151 Seam Bias, Multiple-State, Multiple-Spell Duration Models and the Employment Dynamics of Disadvantaged Women
Flinn and Heckman w0857 Models for the Analysis of Labor Force Dynamics
Heckman and Willis w0034 Estimation of a Stochastic Model of Reproduction: An Econometric Approach
Cameron and Heckman w3804 The Nonequivalence of High School Equivalents
Inoue and Solon t0311 Two-Sample Instrumental Variables Estimators
 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us