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):Labor Studies

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.

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Document Object Identifier (DOI): 10.3386/t0157

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