Duration dependence and nonparametric heterogeneity : A Monte Carlo study

  title={Duration dependence and nonparametric heterogeneity : A Monte Carlo study},
  author={Michael Baker and Angelo Melino},
We examine the behaviour of the nonparametric maximum likelihood estimator (NPMLE) for a discrete duration model with unobserved heterogeneity and unknown duration dependence. We find that a nonparametric specification of either the duration dependence or unobserved heterogeneity, when the other feature of the hazard is known to be absent, leads to estimators that are well behaved even in modestly sized samples. In contrast, there is a large and systematic bias in the parameters of these… CONTINUE READING
Highly Influential
This paper has highly influenced 10 other papers. REVIEW HIGHLY INFLUENTIAL CITATIONS


Publications citing this paper.
Showing 1-10 of 52 extracted citations

The e¤ect of location on nding a job in the Paris region

L. Gobillony, T. Magnacz, H. Selodx
View 5 Excerpts
Highly Influenced


Publications referenced by this paper.
Showing 1-10 of 37 references

Employment Spells and Unemployment Insurance Eligibility Requirements

M. Baker, S. Rea
Review of Economics and Statistics, • 1998
View 4 Excerpts
Highly Influenced

State Dependence and Unemployment Insurance”, Ottawa: Human Resources and Development Canada

T. Lemieux, W. B. MacLeod
View 7 Excerpts
Highly Influenced

Unemployment, the Social Safety Net and Efficiency in Transition: Evidence from Micro Data on Czech and Slovak Men

J. C. Ham, J. Svejnar, K. Terrell
American Economic Review, • 1998
View 4 Excerpts
Highly Influenced

Estimation of the Duration Model by Non-Parametric Maximum Likelihood, Maximum Penalized Likelihood, and Probability Simulators

K. Huh, R.C
Sickles, • 1994
View 3 Excerpts
Highly Influenced

Unemployment insurance and unemployment spells

B. D. Meyer
Econometrica • 1990
View 4 Excerpts
Highly Influenced

A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration

J. Heckman, B. Singer
Data”, Econometrica, • 1984
View 12 Excerpts
Highly Influenced

A method for minimizing the impact of distributional assumptions in econometric models for duration data

J. Heckman, B. Singer
Econometrica • 1984
View 11 Excerpts
Highly Influenced

Distribution-Free Maximum Likelihood Estimator of the Binary Choice

Cosslett, R Stephen
Model”, Econometrica, • 1983
View 3 Excerpts
Highly Influenced

Econometric Methods for the Duration of Unemployment

T. Lancaster
Econometrica • 1979
View 2 Excerpts
Highly Influenced

Similar Papers

Loading similar papers…