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  A note on the Weibull distribution and time aggregation bias
 
 
Title: A note on the Weibull distribution and time aggregation bias
Author: Røed, Knut
Zhang, Tao
Appeared in: Applied economics letters
Paging: Volume 9 (2002) nr. 7 pages 469-472
Year: 2002-06-10
Contents: The application of continuous time Weibull models on discrete unemployment duration data may result in severely biased baseline estimates. The bias can be substantial even for weekly duration data, and it is seriously aggravated if the Weibull model is erroneously mixed with a Gamma distribution for unobserved heterogeneity.
Publisher: Routledge
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 2 of 13 found articles
 
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