Two semi-parametric empirical Bayes estimators
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
- Laird, Nan M. & Louis, Thomas A., 1991. "Smoothing the non-parametric estimate of a prior distribution by roughening : A computational study," Computational Statistics & Data Analysis, Elsevier, vol. 12(1), pages 27-37, August.
- White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Michael Baker & Samuel A. Rea, 1998.
"Employment Spells And Unemployment Insurance Eligibility Requirements,"
The Review of Economics and Statistics, MIT Press, vol. 80(1), pages 80-94, February.
- Michael Baker & Samuel A. Rea, Jr., 1994. "Employment Spells and Unemployment Insurance Eligibility Requirements," Working Papers reas-95-02, University of Toronto, Department of Economics.
- Michael Baker & Rea Samuel A. Rea, 1995. "Employment Spells and Unemployment Insurance Eligibility Requirements," Labor and Demography 9505001, University Library of Munich, Germany.
- Mroz, Thomas A., 1999. "Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome," Journal of Econometrics, Elsevier, vol. 92(2), pages 233-274, October.
- George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, University Library of Munich, Germany, revised 07 Mar 1996.
- Cho, Jin Seo & White, Halbert, 2010.
"Testing for unobserved heterogeneity in exponential and Weibull duration models,"
Journal of Econometrics, Elsevier, vol. 157(2), pages 458-480, August.
- Jin Seo Cho & Halbert White, 2009. "Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models," Discussion Paper Series 0912, Institute of Economic Research, Korea University.
- Xianzheng Huang, 2009. "Diagnosis of Random-Effect Model Misspecification in Generalized Linear Mixed Models for Binary Response," Biometrics, The International Biometric Society, vol. 65(2), pages 361-368, June.
- Lee, Yoonseok & Phillips, Peter C.B., 2015.
"Model selection in the presence of incidental parameters,"
Journal of Econometrics, Elsevier, vol. 188(2), pages 474-489.
- Yoonseok Lee & Peter C.B. Phillips, 2013. "Model Selection in the Presence of Incidental Parameters," Cowles Foundation Discussion Papers 1919, Cowles Foundation for Research in Economics, Yale University.
- Yoonseok Lee & Peter C.B. Phillips, 2013. "Model Selection in the Presence of Incidental Parameters," Center for Policy Research Working Papers 159, Center for Policy Research, Maxwell School, Syracuse University.
- Jere Behrman & Robin Sickles & Paul Taubman, 1990. "Age-Specific Death Rates With Tobacco Smoking and Occupational Activity: Sensitivity to Sample Length, Functional Form, and Unobserved Frailty," Demography, Springer;Population Association of America (PAA), vol. 27(2), pages 267-284, May.
- Bartolucci, Francesco & Bacci, Silvia & Pigini, Claudia, 2017. "Misspecification test for random effects in generalized linear finite-mixture models for clustered binary and ordered data," Econometrics and Statistics, Elsevier, vol. 3(C), pages 112-131.
- Jaap H. Abbring & Gerard J. van den Berg & Pieter A. Gautier & A. Gijsbert C. van Lomwel & Jan C. van Ours & Christopher J. Ruhm, 1998.
"Displaced Workers in the United States and the Netherlands,"
Tinbergen Institute Discussion Papers
98-084/3, Tinbergen Institute.
- Abbring, J.H. & van den Berg, G. & Gautier, P.A. & van Lomwel, A.G.C. & van Ours, J.C. & Ruhm, C.J., 1998. "Displaced Workers in The United States and The Netherlands," Discussion Paper 1998-96, Tilburg University, Center for Economic Research.
- Abbring, J.H. & van den Berg, G. & Gautier, P.A. & van Lomwel, A.G.C. & van Ours, J.C. & Ruhm, C.J., 1998. "Displaced Workers in The United States and The Netherlands," Other publications TiSEM c2dc1979-ebbd-4a79-b1da-2, Tilburg University, School of Economics and Management.
- Francesco BARTOLUCCI & Silvia BACCI & Claudia PIGINI, 2015.
"A Misspecification Test for Finite-Mixture Logistic Models for Clustered Binary and Ordered Responses,"
Working Papers
410, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Francesco, Bartolucci & Silvia, Bacci & Claudia, Pigini, 2015. "A misspecification test for finite-mixture logistic models for clustered binary and ordered responses," MPRA Paper 64220, University Library of Munich, Germany.
- Måns Söderbom & Catherine Pattillo, 2000. "Managerial Risk Attitudes and Firm Performance in Ghanaian Manufacturing: an Empirical Analysis Based on Experimental Data," Economics Series Working Papers WPS/2000-17, University of Oxford, Department of Economics.
- Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation for Research in Economics, Yale University.
- Hie Ahn & James Hamilton, 2016.
"Heterogeneity and Unemployment Dynamics,"
Working Papers
id:11130, eSocialSciences.
- Hie Joo Ahn & James D. Hamilton, 2016. "Heterogeneity and Unemployment Dynamics," Finance and Economics Discussion Series 2016-12, Board of Governors of the Federal Reserve System (U.S.).
- Hie Joo Ahn & James D. Hamilton, 2016. "Heterogeneity and Unemployment Dynamics," NBER Working Papers 22451, National Bureau of Economic Research, Inc.
- Liu, Xingheng & Vatn, Jørn & Dijoux, Yann & Toftaker, Håkon, 2020. "Unobserved heterogeneity in stable imperfect repair models," Reliability Engineering and System Safety, Elsevier, vol. 203(C).
- Stinebrickner, Ralph & Stinebrickner, T.R.Todd R., 2004.
"Time-use and college outcomes,"
Journal of Econometrics, Elsevier, vol. 121(1-2), pages 243-269.
- Todd Stinebrickner & Ralph Stinebrickner, 2001. "Time Use and College Outcomes," University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers 20012, University of Western Ontario, Centre for Human Capital and Productivity (CHCP).
- David Johnson & Tim Fry, 2002. "Factors Affecting Return to Work after Injury: A study for the Victorian WorkCover Authority," Melbourne Institute Working Paper Series wp2002n28, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Hie Joo Ahn, 2016. "The Role of Observed and Unobserved Heterogeneity in the Duration of Unemployment Spells," Finance and Economics Discussion Series 2016-063r1, Board of Governors of the Federal Reserve System (U.S.), revised 25 Mar 2022.
- M. M. Shoukri & M. Attanasio & J. M. Sargeant, 1998. "Parametric versus semi-parametric models for the analysis of correlated survival data: A case study in veterinary epidemiology," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(3), pages 357-374.
- Yee, Julie L. & Niemeier, Debbie A., 2000. "Analysis of activity duration using the Puget sound transportation panel," Transportation Research Part A: Policy and Practice, Elsevier, vol. 34(8), pages 607-624, November.
- Jiaying Gu & Roger Koenker, 2014. "Unobserved heterogeneity in income dynamics: an empirical Bayes perspective," CeMMAP working papers CWP43/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:30:y:1999:i:2:p:185-196. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.