@techreport{NBERt0157,
 title = "Econometric Mixture Models and More General Models for Unobservables in Duration Analysis",
 author = "James J. Heckman and Christopher R. Taber",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Technical Working Paper Series",
 number = "157",
 year = "1994",
 month = "June",
 URL = "http://www.nber.org/papers/t0157",
 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.},
}