## Abstract This paper proposes a Bayesian estimator for a discrete time duration model which incorporates a nonβparametric specification of the unobserved heterogeneity distribution, through the use of a Dirichlet process prior. This estimator offers distinct advantages over the Nonparametric Maxi
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Bayesian estimation of duration models: An application of the multiperiod probit model
β Scribed by Michele Campolieti
- Publisher
- Springer-Verlag
- Year
- 1997
- Tongue
- English
- Weight
- 983 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0377-7332
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