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Duration dependence and nonparametric heterogeneity: A Monte Carlo study

Journal of Econometrics, 96(2): 357--393, 2000.
Authors: Michael Baker and Angelo Melino
URL: http://www.sciencedirect.com/science/article/B6VC0-400X208-5/2/5df6bf7c438ff8cbfc49047207509055
Description: Journal of Econometrics
Tags: Discrete duration model
| URL | BibTeX  
@article{Baker2000,
title = {Duration dependence and nonparametric heterogeneity: A Monte Carlo study},
author = {Michael Baker and Angelo Melino},
journal = {Journal of Econometrics},
month = {Jun},
number = {2},
pages = {357--393},
url = {http://www.sciencedirect.com/science/article/B6VC0-400X208-5/2/5df6bf7c438ff8cbfc49047207509055},
volume = {96},
year = {2000},
description = {Journal of Econometrics},
keywords = {Discrete duration model }
}