持续时间指数模型中异质性的简单检验

A Simple Test for Heterogeneity in Exponential Models of Duration

Journal of Labor Economics · 1984
被引 35
人大 AABS 4

中文导读

提出一种新的简单诊断方法,用于检测指数持续时间模型中未校正的异质性,并以DIME数据中的失业持续时间为例说明其应用。

Abstract

This paper proposes a simple, new diagnostic indicating the presence of uncorrected heterogeneity in exponential models of duration. The use of the diagnostic is illustrated in an example dealing with unemployment duration in the DIME data. The diagnostic is seen to supplement the information on the fit given by the maximized likelihood value.

异质性检验指数模型持续期诊断统计量