Unobserved Heterogeneity in Event History Analysis: A Quantile Regression Approach
Perrelli, Roberto A.
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https://hdl.handle.net/2142/85563
Description
Title
Unobserved Heterogeneity in Event History Analysis: A Quantile Regression Approach
Author(s)
Perrelli, Roberto A.
Issue Date
2005
Doctoral Committee Chair(s)
Koenker, Roger W.
Department of Study
Economics
Discipline
Economics
Degree Granting Institution
University of Illinois at Urbana-Champaign
Degree Name
Ph.D.
Degree Level
Dissertation
Keyword(s)
Economics, Theory
Language
eng
Abstract
The dissertation is organized as follows: In Chapter 1 we provide a brief survey of the unobserved heterogeneity problem in event history analysis. In Chapter 2 we analyze the estimation and inference procedures of MPH models. In chapter 3 we examine the theoretical properties of random effects duration quantiles, while in Chapter 4 we present a Monte Carlo study of the small sample performance of the aforementioned estimators. In Chapter 5 we provide an empirical application of the discussed methods on what we consider to be the first systematic assessment of the duration of financial analysts' employment spells. Our concluding remarks and suggestions of future research are given in Chapter 6.
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