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University of Illinois at Urbana-Champaign
Unobserved Heterogeneity in Event History Analysis: A Quantile Regression Approach
Abstract
dc:descriptionThe 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.
Degree
thesis:*- Name thesis:degree_name
- Ph.D.
- Level thesis:degree_level
- Dissertation
- Discipline thesis:degree_discipline
- Economics
- Grantor
- University of Illinois at Urbana-Champaign
- Year dc:date
- 2015
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Perrelli, Roberto A.
- Contributors dc:contributor
-
- Koenker, Roger W.
Subjects
dc:subject × 1Rights
- Language dc:language
- eng
Identifiers
dc:identifier.*- Identifier
- (MiAaPQ)AAI3202153
- OAI identifier oai:identifier
- oai:www.ideals.illinois.edu:2142/85563