1.
Stat Methods Med Res
; 3(3): 279-99, 1994.
Artículo
en Inglés
| MEDLINE
| ID: mdl-7820296
RESUMEN
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.