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Hétérogénéité et hasard dans les modèles de durée

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  • Claude Fourgeaud
  • Christian Gourieroux
  • Jacqueline Pradel

Abstract

We present some properties concerning heterogeneity using as illustrations duration data models. We first study the links between aggregate and disaggregate concepts. This allows to give some precise definitions of the heterogeneity biases and of the mover stayer phenomenon. We also introduce some natural orderings on the distributions of duration variables and on the heterogeneity distributions and we examine the effect on the aggregate duration variable of a "greater heterogeneity".

Suggested Citation

  • Claude Fourgeaud & Christian Gourieroux & Jacqueline Pradel, 1990. "Hétérogénéité et hasard dans les modèles de durée," Annals of Economics and Statistics, GENES, issue 18, pages 1-23.
    • Handle: RePEc:adr:anecst:y:1990:i:18:p:1-23
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