Mixed Hitting-Time Models
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Carrasco, Marine & Florens, Jean-Pierre, 2000. "Generalization Of Gmm To A Continuum Of Moment Conditions," Econometric Theory, Cambridge University Press, vol. 16(6), pages 797-834, December.
- Boyarchenko, Svetlana & Levendorskii[caron], Sergei, 2007.
"Optimal stopping made easy,"
Journal of Mathematical Economics, Elsevier, vol. 43(2), pages 201-217, February.
- Svetlana Boyarchenko & Sergey Levendorskiy, 2004. "Optimal stopping made easy," Finance 0410016, University Library of Munich, Germany.
- Marine Carrasco & Jean-Pierre Florens, 2000.
"Efficient GMM Estimation Using the Empirical Characteristic Function,"
Working Papers
2000-33, Center for Research in Economics and Statistics.
- Carrasco, Marine & Florens, Jean-Pierre, 2002. "Efficient GMM Estimation Using the Empirical Characteristic Function," IDEI Working Papers 140, Institut d'Économie Industrielle (IDEI), Toulouse.
- Jovanovic, Boyan, 1979.
"Job Matching and the Theory of Turnover,"
Journal of Political Economy, University of Chicago Press, vol. 87(5), pages 972-990, October.
- Thomas Sargent, "undated". "Matlab code for Jovanovic's matching model," QM&RBC Codes 24, Quantitative Macroeconomics & Real Business Cycles.
- Jovanovic, Boyan, 1984. "Matching, Turnover, and Unemployment," Journal of Political Economy, University of Chicago Press, vol. 92(1), pages 108-122, February.
- R. A. Kortram & A. C. M. van Rooij & A. J. Lenstra & G. Ridder, 1995. "Constructive identification of the mixed proportional hazards model," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 49(3), pages 269-281, November.
- Bo E. Honoré, 1993. "Identification Results for Duration Models with Multiple Spells," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 60(1), pages 241-246.
- James J. Heckman & Christopher R. Taber, 1994. "Econometric Mixture Models and More General Models for Unobservables in Duration Analysis," NBER Technical Working Papers 0157, National Bureau of Economic Research, Inc.
- Svetlana Boyarchenko & Sergei Levendorskii, 2007. "Irreversible Decisions under Uncertainty," Studies in Economic Theory, Springer, number 978-3-540-73746-9, December.
- Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-956, July.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jaap H. Abbring, 0000. "Mixed Hitting-Time Models," Tinbergen Institute Discussion Papers 07-057/3, Tinbergen Institute, revised 11 Aug 2009.
- Jaap H. Abbring, 2010. "Identification of Dynamic Discrete Choice Models," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 367-394, September.
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.- Jaap H. Abbring, 0000. "Mixed Hitting-Time Models," Tinbergen Institute Discussion Papers 07-057/3, Tinbergen Institute, revised 11 Aug 2009.
- Jaap H. Abbring, 2012.
"Mixed Hitting‐Time Models,"
Econometrica, Econometric Society, vol. 80(2), pages 783-819, March.
- Jaap Abbring, 2007. "Mixed hitting-time models," CeMMAP working papers CWP15/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Abbring, J.H., 2009. "Mixed Hitting-Time Models," Discussion Paper 2009-62, Tilburg University, Center for Economic Research.
- Van den Berg, Gerard J., 2001.
"Duration models: specification, identification and multiple durations,"
Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460,
Elsevier.
- Van den Berg, Gerard J., 2000. "Duration Models: Specification, Identification, and Multiple Durations," MPRA Paper 9446, University Library of Munich, Germany.
- Jaap H. Abbring, 2010. "Identification of Dynamic Discrete Choice Models," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 367-394, September.
- Guell, Maia & Petrongolo, Barbara, 2007.
"How binding are legal limits? Transitions from temporary to permanent work in Spain,"
Labour Economics, Elsevier, vol. 14(2), pages 153-183, April.
- Güell, Maia & Petrongolo, Barbara, 2003. "How Binding Are Legal Limits? Transitions from Temporary to Permanent Work in Spain," IZA Discussion Papers 782, Institute of Labor Economics (IZA).
- Maia Güell & Barbara Petrongolo, 2003. "How Binding are Legal Limits? Transitions from Termporary to Permanent Work in Spain," Working Papers 75, Barcelona School of Economics.
- Petrongolo, Barbara & Güell, Maia, 2003. "How Binding are Legal Limits? Transitions from Temporary to Permanent Work in Spain," CEPR Discussion Papers 3931, C.E.P.R. Discussion Papers.
- Maia Güell & Barbara Petrongolo, 2003. "How binding are legal limits? Transitions from temporary to permanent work in Spain," Economics Working Papers 682, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2005.
- Brinch, Christian N., 2007. "Nonparametric Identification Of The Mixed Hazards Model With Time-Varying Covariates," Econometric Theory, Cambridge University Press, vol. 23(2), pages 349-354, April.
- George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, University Library of Munich, Germany, revised 07 Mar 1996.
- Jaap H. Abbring, 2006. "The Event-History Approach to Program Evaluation," Tinbergen Institute Discussion Papers 06-057/3, Tinbergen Institute, revised 29 Oct 2007.
- Abbring, Jaap H., 2002. "Stayers versus defecting movers: a note on the identification of defective duration models," Economics Letters, Elsevier, vol. 74(3), pages 327-331, February.
- Jaap Abbring & James Heckman, 2008. "Dynamic policy analysis," CeMMAP working papers CWP05/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bonev, Petyo, 2020. "Nonparametric identification in nonseparable duration models with unobserved heterogeneity," Economics Working Paper Series 2005, University of St. Gallen, School of Economics and Political Science.
- Braz Camargo & Elena Pastorino, 2016.
"Learning-by-Employing: The Value of Commitment under Uncertainty,"
Journal of Labor Economics, University of Chicago Press, vol. 34(3), pages 581-620.
- Braz Camargo & Elena Pastorino, 2012. "Learning-by-employing: the value of commitment under uncertainty," Staff Report 475, Federal Reserve Bank of Minneapolis.
- Francisco J. Gil & Maria Jesus Martin & Angel Serrat, 1994. "Movilidad en el mercado de trabajo en España: un análisis econométrico de duración con riesgos en competencia," Investigaciones Economicas, Fundación SEPI, vol. 18(3), pages 517-537, September.
- Parent, Daniel, 1996.
"Survol des contributions théoriques et empiriques liées au capital humain,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 72(3), pages 315-356, septembre.
- Parent, D., 1995. "Survol des contributions theoriques et empiriques liees au capital humain," Cahiers de recherche 9506, Universite de Montreal, Departement de sciences economiques.
- Parent, D., 1995. "Survol des contributions theoriques et empiriques liees au capital humain," Cahiers de recherche 9506, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Daniel Parent, 1995. "Survol des contributions théoriques et empiriques liées au capital humain," CIRANO Working Papers 95s-28, CIRANO.
- Yashiv, Eran, 2007.
"Labor search and matching in macroeconomics,"
European Economic Review, Elsevier, vol. 51(8), pages 1859-1895, November.
- Yashiv, Eran, 2007. "Labor Search and Matching in Macroeconomics," IZA Discussion Papers 2743, Institute of Labor Economics (IZA).
- Yashiv, Eran, 2007. "Labor search and matching in macroeconomics," LSE Research Online Documents on Economics 19707, London School of Economics and Political Science, LSE Library.
- Eran Yashiv, 2007. "Labor Search and Matching in Macroeconomics," CEP Discussion Papers dp0803, Centre for Economic Performance, LSE.
- Pinheiro, Roberto & Visschers, Ludo, 2015.
"Unemployment risk and wage differentials,"
Journal of Economic Theory, Elsevier, vol. 157(C), pages 397-424.
- Pinheiro, Roberto & Visschers, Ludo, 2012. "Unemployment risk and wage differentials," UC3M Working papers. Economics we1209, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Roberto Pinheiro & Ludo Visschers, 2013. "Unemployment Risk and Wage Differentials," Edinburgh School of Economics Discussion Paper Series 228, Edinburgh School of Economics, University of Edinburgh.
- Robert Pinheiro & Ludo Visschers, 2014. "Unemployment Risk and Wage Differentials," Edinburgh School of Economics Discussion Paper Series 250, Edinburgh School of Economics, University of Edinburgh.
- Ludo Visschers & Roberto Pinheiro, 2015. "Unemployment Risk and Wage differentials," 2015 Meeting Papers 936, Society for Economic Dynamics.
- Pinheiro, Roberto & Visschers, Ludo, 2013. "Unemployment Risk and Wage Differentials," SIRE Discussion Papers 2013-76, Scottish Institute for Research in Economics (SIRE).
- Roberto Pinheiro & Ludo Visschers, 2013. "Unemployment Risk and Wage Differentials," CESifo Working Paper Series 4534, CESifo.
- Pinheiro, Roberto & Visschers, Ludo, 2014. "Unemployment Risk and Wage Differentials," SIRE Discussion Papers 2015-44, Scottish Institute for Research in Economics (SIRE).
- Pinheiro, Roberto B. & Visschers, Ludo, 2012. "Unemployment risk and wage differentials," MPRA Paper 36907, University Library of Munich, Germany.
- Jaap H. Abbring & Tim Salimans, 2019. "The Likelihood of Mixed Hitting Times," Papers 1905.03463, arXiv.org, revised Apr 2021.
- Aspen Gorry, 2016.
"Experience and worker flows,"
Quantitative Economics, Econometric Society, vol. 7(1), pages 225-255, March.
- Gorry, Aspen, 2010. "Experience and Worker Flows," MPRA Paper 25298, University Library of Munich, Germany.
- Aspen Gorry, 2012. "Experience and Worker Flows," 2012 Meeting Papers 154, Society for Economic Dynamics.
- Guillaume Horny & Dragana Djurdjevic & Bernhard Boockmann & François Laisney, 2008.
"Bayesian Estimation of Cox Models with Non-nested Random Effects: an Application to the Ratification Of ILO Conventions by Developing Countries,"
Annals of Economics and Statistics, GENES, issue 89, pages 193-214.
- Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, François, 2005. "Bayesian estimation of Cox model with non-nested random effects: an application to the ratification of ILO conventions by developing countries," ZEW Discussion Papers 05-23, ZEW - Leibniz Centre for European Economic Research.
- Guillaume Horny & Bernhard Boockmann & Dragana Djurdjevic & François Laisney, 2008. "Bayesian Estimation of Cox Models with Non-Nested Random Effects: An Application to the Ratification of ILO Conventions by Developing Countries [Estimation bayésienne de modèles de Cox à effets alé," Post-Print hal-00279414, HAL.
- Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney., 2009. "Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries," Working papers 249, Banque de France.
- Boeri, Tito, 1999.
"Enforcement of employment security regulations, on-the-job search and unemployment duration,"
European Economic Review, Elsevier, vol. 43(1), pages 65-89, January.
- Boeri, Tito, 1998. "Enforcement of Employment Security Regulations, On-The-Job Search and Unemployment Duration," CEPR Discussion Papers 1850, C.E.P.R. Discussion Papers.
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:tiu:tiutis:6c745572-a041-4990-a767-6a5e09950f71. 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: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.