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Econometric mixture models and more general models for unobservables in duration analysis

University of Chicago, USA

Christopher R Taber

University of Chicago, USA

This paper considers models for unobservables in duration models. It demonstrates how cross-section and time-series variation in regressors facilitates identification of single-spell, competing risks and multiple spell duration models. We also demonstrate the limited value of traditional identification studies by considering a case in which a model is identified in the conventional sense but cannot be consistently estimated.

Statistical Methods in Medical Research, Vol. 3, No. 3, 279-299 (1994)
DOI: 10.1177/096228029400300306


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