A Simple Test for Heterogeneity in Exponential Models of Duration
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。
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.