Chapter 29 Econometric analysis of longitudinal data

Handbook of Econometrics

Volumn 3, Issue , 1986, Pages 1689-1763

  Heckman, James J ^a   Singer, Burton ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b YALE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 64149095986     PISSN: 15734412     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S1573-4412(86)03009-X     Document Type: Review

References (68)

1. Amemiya T. Qualitative Response Models: A Survey. Journal of Economic Literature 19 (1981) 1483-1536
2. Amemiya T. Tobit Models: A Survey. Journal of Econometrics 24 (1984) 1-63
3. Andersen E.B. Conditional Inference and Models for Measuring (1973), Mentalhygiejnisk Forlag, Copenhagen
4. Andersen E.B. Discrete Statistical Models with Social Science Applications (1980), North-Holland, Amsterdam
5. Arnold B., and Brockett P. Identifiability For Dependent Multiple Decrement/Competing Risks Models. Scandanavian Actuarial Journal 10 (1983) 117-127
6. Baker G., and Trevedi P. Methods for Estimating the Duration of Periods of Unemployment. Australian National University Working Paper (1982)
7. Barlow R.E., and Proschan F. Statistical Theory of Reliability and Life Testing (1975), Holt, Rinehart and Winston, New York
8. Barlow R.E., Bartholomew D.J., Bremner J.M., and Brunk H.D. Statistical Inference Under Order Restrictions (1972), Wiley, London
9. Billingsley P. Statistical Inference for Markov Processes (1961), University of Chicago Press, Chicago
10. Braun H., and Hoem J. Modelling Cohabitational Birth Intervals in the Current Danish Population: A Progress Report. Copenhagen University, Laboratory of Actuarial Mathematics, working paper no. 24 (1979)
11. Burdett K., and Mortensen D. Labor Supply under Uncertainty. In: Ehrenberg R. (Ed). Research in Labor Economics 2 (1978), JAI Press, London 109-157
12. Chamberlain G. Heterogeneity, Duration Dependence and Omitted Variable Bias. In: Heckman J., and Singer B. (Eds). Longitudinal Analysis of labor Market Data (1985), Cambridge University Press, New York
13. Series A. Chamberlain G. Comment on Lancaster and Nickell. Journal of Royal Statistical Society 160 (1980)
14. U. of Chicago. Coleman T. A Dynamic Model of Labor Supply under Uncertainty. unpublished manuscript. presented at 1983 Summer Meetings of the Econometric Society. Evanston, Ill. (1983)
15. Cosslett S. Efficient Estimation of Discrete Choice Models. In: Manski C., and McFadden D. (Eds). Structural Analysis of Discrete Data with Econometric Applications (1981), MIT Press, Cambridge 41-112
16. Cox D.R. Renewal Theory (1962), Methuen, London
17. Series B. Cox D.R. Regression Models and Lifetables. Journal of the Royal Statistical Society 34 (1972) 187-220
18. Cox D.R., and Hinkley D. Theoretical Statistics (1974), Chapman and Hall, London
19. Cox D.R., and Lewis P.A.W. The Statistical Analysis of a Series of Events (1966), Chapman and Hall, London
20. Cox D.R., and Oakes D.O. Analysis of Survival Data (1984), Chapman and Hall, London
21. DeGroot M. Optimal Statistical Decisions (1970), McGraw-Hill, New York
22. Domencich T., and McFadden D. Urban Travel Demand (1975), North-Holland, Amsterdam
23. Elbers C., and Ridder G. True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model. Review of Economic Studies 49 (1982) 403-410
24. Feller W. An Introduction to Probability Theory and Its Applications. third edition Vol. I (1970), Wiley, New York
25. Feller W. An Introduction to Probability Theory and Its Applications Vol. II (1971), Wiley, New York
26. Flinn C., and Heckman J. New Methods for Analyzing Structural Models of Labor Force Dynamics. Journal of Econometrics 18 (1982) 115-168
27. Flinn C., and Heckman J. Models for the Analysis of Labor Force Dynamics. In: Basmann R., and Rhodes G. (Eds). Advances in Econometrics 1 (1982) 35-95
28. unpublished manuscript. Flinn C., and Heckman J. Comment on 'Individual Effects in a Nonlinear Model: Explicit Treatment of Heterogeneity in the Empirical Job Search Literature' (1982), University of Chicago
29. Flinn C., and Heckman J. The Likelihood Function for the Multistate-Multiepisode Model in 'Models for the Analysis of Labor Force Dynamics'. In: Basmann R., and Rhodes G. (Eds). Advances in Econometrics 3 (1983), JAI Press, Greenwich
30. Hartigan J., and Hartigan P. The Dip Test for Unimodalities. The Annals of Statistics 13 1 (1985) 70-84
31. Hauser J.R., and Wisniewski K. Dynamic Analysis of Consumer Response to Marketing Strategies. Management Science 28 (1982) 455-486
32. Hauser J.R., and Wisniewski K. Application, Predictive Test and Strategy Implications for a Dynamic Model of Consumer Response. Marketing Science 1 (1982) 143-179
33. Heckman J. Statistical Models for Discrete Panel Data. In: Manski C., and McFadden D. (Eds). The Structural Analysis of Discrete Data (1981), MIT Press, Cambridge
34. Heckman J. The Incidental Parameters Problem and the Problem of Initial Conditions in Estimating a Discrete Time-Discrete Data Stochastic Process. In: Manski C., and McFadden D. (Eds). Structural Analysis of Discrete Data with Economic Applications (1981), MIT Press, Cambridge 179-197
35. Heckman J. Shadow Prices, Market Wages and Labor Supply. Econometrica 42 4 (1974) 679-694
36. Heckman J., and Borjas G. Does Unemployment Cause Future Unemployment? Definitions, Questions and Answers from a Continuous Time Model of Heterogeneity and State Dependence. Economica 47 (1980) 247-283
37. Heckman J., and Singer B. The Identification Problem in Econometric Models for Duration Data. In: Hildenbrand W. (Ed). Proceedings of World Meetings of the Econometric Society. 1980. Advances in Econometrics (1982), Cambridge University Press, Cambridge
38. unpublished manuscript. Heckman J., and Singer B. The Identifiability of Nonproportional Hazard Models (1983), University of Chicago
39. Heckman J., and Singer B. The Identifiability of the Proportional Hazard Model. Review of Economic Studies 51 2 (1984) 231-243
40. Heckman J., and Singer B. A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for duration Data. Econometrica 52 2 (1984) 271-320
41. Hoem J. Inhomogeneous Semi-Markov Processes, Select Actuarial Tables and Duration Dependence in Demography. In: Greville T. (Ed). Population Dynamics (1972), Academic Press, New York 251-296
42. GSIA. Hotz J. Continuous Time Models (CTM): A Manual (1983), Carnegie-Melon University, Pittsburgh
43. October. Jovanovic B. Job Matching and the Theory of Turnover. Journal of Political Economy 87 (1979) 972-990
44. Kac M. Probability and Related Topics in the Physical Science (1959), Wiley, New York
45. Kalbfleisch J., and Prentice R. The Statistical Analysis of Failure Time Data (1980), Wiley, New York
46. Kieter N., and Neumann G. Individual Effects in a Nonlinear Model. Econometrica 49 4 (1981) 965-980
47. Series A. Lancaster T., and Nickell S. The Analysis of Reemployment Probabilities for the Unemployed. Journal of the Royal Statistical Society 143 (1980) 141-165
48. Lawless J.F. Statistical Models and Methods for Lifetime Data (1982), Wiley, New York
49. November. Lewis H.G. Comments on Selectivity Biases in Wage Comparisons. Journal of Political Economy 82 6 (1974) 1145-1156
50. Lindsey B. The Geometry of Mixture Likelihoods, Part I. Annals of Statistics 11 (1983) 86-94
51. Lindsey B. The Geometry of Mixture Likelihoods, Part II. Annals of Statistics 11 3 (1983) 783-792
52. September. Lippman S., and McCall J. The Economics of Job Search: A Survey. Economic Inquiry 14 (1976) 113-126
53. Lundberg F. I. Approximerad Framställning af Sannolikhetsfunktionen II. Aterforsakring af Kollektivrisker (1903), Almquist und Wicksell, Uppsala
54. Cambridge, Mass. Lundberg S. The Added Worker: A Reappraisal. NBER Working Paper no. 706 (1981)
55. Manski C., and McFadden D. Alternative Estimators and Sample Designs for Discrete Choice Analysis. In: Manski C., and McFadden D. (Eds). Structural Analysis of Discrete Data with Econometric Applications (1981), MIT Press, Cambridge 2-50
56. Manski C., and Lerman S. The Estimation of Choice Probabilities from Choice Based Samples. Econometrica 45 (1977) 1977-1988
57. McFadden D. Conditional Logit Analysis of Qualitative Choice Behavior. In: Zarembka P. (Ed). Frontiers in Econometrics (1974), Academic Press, New York
58. Tokyo. Moore E., and Pyke R. Estimation of the Transition Distributions of a Markov Renewal Process. Annals of the Institute of Statistical Mathematics 20 3 (1968) 411-424
59. Neyman J., and Scott E. Consistent Estimates Based on Partially Consistent Observations. Econometrica 16 (1948) 1-32
60. May, unpublished manuscript. Robb R. Two Essays on the Identification of Economic Models (1984), University of Chicago
61. Robbins H. Optimal Stopping. American Mathematical Monthly 77 (1970) 333-343
62. Ross S.M. Applied Probability Models with Optimization Applications (1970), Holden-Day, San Francisco
63. Rudin W. Real and Complex Analysis (1974), McGraw Hill, New York
64. February. Salant S. Search Theory and Duration Data: A Theory of Sorts. Quarterly Journal of Economics 91 (1977) 39-57
65. Sheps M., and Menken J. Mathematical Models of Conception and Birth (1973), University of Chicago Press, Chicago
66. Shohat J., and Tamarkin J. The Problem of Moments (1943), American Mathematical Society, New York
67. Singer B. Aspects of Nonstationarity. Journal of Econometrics 18 1 (1982) 169-190
68. Trussell J., and Richards T. Correcting for Unobserved Heterogeneity in Hazard Models: An Application of the Heckman-Singer Procedure. In: Tuma N. (Ed). Sociological Methodology (1985), Jossey Bass, San Francisco