Unobserved Heterogeneity in Event History Analysis: A Quantile Regression Approach

Abstract

157 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2005.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.U of I OnlyRestricted to the U of I community idenfinitely during batch ingest of legacy ETD