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Title:Unobserved Heterogeneity in Event History Analysis: A Quantile Regression Approach
Author(s):Perrelli, Roberto A.
Doctoral Committee Chair(s):Koenker, Roger W.
Department / Program:Economics
Degree Granting Institution:University of Illinois at Urbana-Champaign
Subject(s):Economics, Theory
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.
Issue Date:2005
Description:157 p.
Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2005.
Other Identifier(s):(MiAaPQ)AAI3202153
Date Available in IDEALS:2015-09-25
Date Deposited:2005

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