TY  - JOUR
AU  - Heckman,James J.
AU  - Taber,Christopher R.
TI  - Econometric Mixture Models and More General Models for Unobservables in Duration Analysis
JF  - National Bureau of Economic Research Technical Working Paper Series
VL  - No. 157
PY  - 1994
Y2  - June 1994
UR  - http://www.nber.org/papers/t0157
L1  - http://www.nber.org/papers/t0157.pdf
N1  - Author contact info:
James J. Heckman
Department of Economics
The University of Chicago
1126 E. 59th Street
Chicago, IL 60637
Tel: 773/702-0634
Fax: 773/702-8490
E-Mail: jjh@uchicago.edu

Christopher R. Taber
Department of Economics
University of Wisconsin -Madison
1180 Observatory Dr
Social Sciences Building #6448
Madison, WI 53706-1320
Tel: (608) 263-7791
Fax: (608) 262-2033
E-Mail: ctaber@ssc.wisc.edu
AB  - 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.
ER  -