Background: In duration analysis, we find situations where covariates are simultaneously determined along with the duration variable. Moreover, although the models based on a hazard rate do not explicitly assume heterogeneity, in applied econometrics, the possibility of omitted variables is...

This paper proposes a semi-nonparametric Poisson model with an endogenous binary variable, which generalizes bivariate correlated unobserved heterogeneity using Hermite polynomials, and compares this model with a parametric one. The National Health Interview Survey (NHIS) data from 1990 shows...

This paper proposes a semi-nonparametric Poisson model with an endogenous binary variable, which generalizes bivariate correlated unobserved heterogeneity using Hermite polynomials, and compares this model with a parametric one. The National Health Interview Survey (NHIS) data from 1990 shows...

To estimate survival data with unobserved heterogeneity, this paper proposes the generalized lognormal survival analysis using Hermite polynomials and the Box-Cox transformation. The General Social Survey (GSS) in 2002 demonstrates good performance of the proposed model.

To estimate survival data with unobserved heterogeneity, this paper proposes the generalized lognormal survival analysis using Hermite polynomials and the Box-Cox transformation. The General Social Survey (GSS) in 2002 demonstrates good performance of the proposed model.