IDENTIFICATION RESULTS FOR DURATION MODELS WITH MULTIPLE SPELLS OR TIME-VARYING COVARIATES
IDENTIFICATION RESULTS FOR DURATION MODELS WITH MULTIPLE SPELLS OR TIME-VARYING COVARIATES
复制标题
具有多个咒语或时变协变量的持续时间模型的识别结果
DOI：
10.2307/2297821
复制
发表时间：
1990
期刊：
影响因子：
--
通讯作者：
Bo E. Honoré
中科院分区：
文献类型：
--
作者：
Bo E. Honoré
本文的目的是研究具有多个咒语的久期模型的可辨识性。我们证明了Elbers和Ridder(1982)和Heckman和Singer(1984)的结果可以推广到具有滞后持续时间依赖的多拼写模型。我们还证明了在没有滞后持续时间相关性的情况下，辨识结果不依赖于混合分布的矩条件或尾部条件。这一结果与Ridder(1990)关于单拼写模型的结果相反。
The purpose of this paper is to investigate the identifiability of duration models with multiple spells. We prove that the results of Elbers and Ridder (1982) and Heckman and Singer (1984) can be generalized to multi-spell models with lagged duration dependence. We also prove that without lagged duration dependence, the identification result does not depend on moment conditions or tail conditions on the mixing distribution. This result is in contrast to Ridder's (1990) result for single-spell models.