{"id":{"repo_id":"uiuc","oai_identifier":"oai:www.ideals.illinois.edu:2142/85563"},"canonical_url":"https://search.dev.ndltd.org/etd/uiuc/oai:www.ideals.illinois.edu:2142/85563","repository":{"repo_id":"uiuc","name":"University of Illinois - Urbana-Champaign","base_url":"https://www.ideals.illinois.edu/oai-pmh"},"display":{"title":"Unobserved Heterogeneity in Event History Analysis: A Quantile Regression Approach","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.","abstract_html":"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.","abstract_has_math":false,"creators":["Perrelli, Roberto A."],"institution":"University of Illinois at Urbana-Champaign","degree_name":"Ph.D.","degree_level":"Dissertation","degree_discipline":"Economics","degree_department":null,"school":null,"contributors":["Koenker, Roger W."],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2015,"date_issued":"2015-09-25T22:47:25Z","date_published":"2015-09-25T22:47:25Z","updated_at":"2026-07-22T22:26:25Z","subjects":["Economics, Theory"],"languages":["eng"],"rights":[],"rights_urls":[],"identifier_entries":[{"key":"dc:identifier","label":"Identifier","values":["(MiAaPQ)AAI3202153"],"render_values":[{"text":"(MiAaPQ)AAI3202153","href":null,"code":true}]}]},"links":{"outbound_url":"http://hdl.handle.net/2142/85563","outbound_label":"Handle","outbound_source":"dc:identifier"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor","label":"Contributor","values":["Koenker, Roger W."]},{"key":"dc:creator","label":"Author","values":["Perrelli, Roberto A."]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date","label":"Dc Date","values":["2015-09-25T22:47:25Z","10000-01-01","2005"]},{"key":"dc:type","label":"Dc Type","values":["text"]},{"key":"thesis:degree_discipline","label":"Discipline","values":["Economics"]},{"key":"thesis:degree_level","label":"Degree Level","values":["Dissertation"]},{"key":"thesis:degree_name","label":"Degree Name","values":["Ph.D."]},{"key":"thesis:institution_name","label":"Thesis Institution Name","values":["University of Illinois at Urbana-Champaign"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["Economics, Theory"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:language","label":"Dc Language","values":["eng"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier","label":"Identifier","values":["http://hdl.handle.net/2142/85563","(MiAaPQ)AAI3202153"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description","label":"Description","values":["The dissertation is organized as follows: In Chapter 1 we provide a brief survey of the unobserved heterogeneity problem in event history analysis. 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