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A Simple Test for Heterogeneity in Exponential Models of Duration

Nicholas M. Kiefer

Journal of Labor Economics 1984

This paper proposes a simple, new diagnostic indicating the presence of uncorrected heterogeneity in exponential models of duration. The use of the diagnostic is illustrated in an example dealing with unemployment duration in the DIME data. The diagnostic is seen to supplement the information on the fit given by the maximized likelihood value.

DOI
10.1086/298046
Volume
2 (4)
Pages
539-549
Language
en
Export
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