Longitudinal Analysis of Labor Market Data: Heterogeneity, omitted variable bias, and duration dependence

By Gary Chamberlain. 1985

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Citations in the corpus

Panel Data Discrete Choice Models of Consumer Demand (2013, background): “Chamberlain (1985) went on to argue that a completely non-parametric test for state dependence cannot exist, because one can always find a latent variable αi such that: ) ) ) (29) That is, one can always find a distribution of αi such that {di1,…,diT} is independent of {Xi1,…,XiT}.”
Individual heterogeneity and capture–recapture models: what, why and how? (2018, background): “In econometrics, investigators developed duration models for employment data including unobserved heterogeneity (Chamberlain 1979), where “The heterogeneity is in individual specific differences in separation rates” (i.”
The Behaviour of the Maximum Likelihood Estimator of Limited Dependent Variable Models in the Presence of Fixed Effects (2004, unknown): “Chamberlain (1985) analysed the Weibull and gamma models and showed how the fixed effects could be conditioned out of the models by analysing log(y it /y i 1 ).”
Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model (2004, methodology): “…the linear regression model, the binomial logit model (Chamberlain, 1980; Rasch, 1960), the Poisson and negative binomial regression models (Hausman et al., 1984), the exponential regression model (Munkin and Trivedi, 2000) and the gamma and Weibull models for duration data (Chamberlain, 1985).”
State Dependence and Alternative Explanations for Consumer Inertia (2010, unknown): “In order to distinguish between a model with a lagged choice or state dependent regressor and a model with autocorrelated errors, we implement the suggestion of Chamberlain (1985).”
Reconsidering heterogeneity in panel data estimators of the stochastic frontier model (2005, methodology): “…21) for discussion), the Poisson model and Hausman et al. (1984) variant of the negative binomial regressions for count data, the exponential regression model for a continuous nonnegative variable (see Munkin and Trivedi, 2000) and the Weibull and Gamma duration models (see Chamberlain, 1985).”
Duration models: specification, identification and multiple durations (2000, methodology): “This has been known for some time, for the reason that a nonparametri estimation method exists for 0 in this setup (see Kalb eis h and Prenti e, 1980, and Chamberlain, 1985).”
A Dynamic Model for Binary Panel Data With Unobserved Heterogeneity Admitting a √n‐Consistent Conditional Estimator (2007, unknown): “The conditional approach of Chamberlain (1985) was extended by Honoré & Kyriazidou (2000) to the case where, as in (2), the model includes exogenous covariates.”
The incidental parameter problem since 1948 (2000, methodology): “Chamberlain (1985) provided consistent estimators for 18 In example 1 multiply p( 2 by n/(n!”
Moral Hazard and Dynamic Insurance Data (2003, methodology): “For example, Chiappori, Macho, Rey, and Salanié (1994) show that, under moral hazard, renegotiation-proof implementation of any effort level above the minimum is impossible without randomized contracts if savings are not observable. This is true except for the special case of monetary cost of effort”