Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2019.06.006
Abstract: This paper develops nonparametric identification and estimation results for a single-spell hazard model, where the unobserved heterogeneity is specified as a Levy subordinator. The identification approach solves a nonlinear Volterra integral equation of the first… read more here.
Keywords: unobserved heterogeneity; nonparametric analysis; analysis duration; duration model ... See more keywords