Time aggregation and the distributional shape of unemployment duration
实证检验失业持续时间回归估计对分布假设和时间加总的敏感性，发现参数估计稳健但持续时间依赖估计不稳健，半参数模型在高时间加总下表现优于连续时间模型。
Abstract This paper reports empirical evidence on the sensitivity of unemployment duration regression estimates to distributional assumptions and to time aggregation. The results indicate that parameter estimates are robust to distributional assumptions, while estimates of duration dependence are not. Time aggregation does not seem to have drastic effects on the estimates in a simple parametric model like the Weibull, but can produce dramatic changes in the more complicated extended generalized gamma model. Semiparametric models for grouped data produce stable estimates, and perform much better than continuous‐time models in terms of significance at high levels of time aggregation.