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Modelling the probability of leaving unemployment : competing risks models with flexible baseline hazards
Arulampalam, Wiji; Stewart, Mark B. - 1989 - Rev
Persistent link: https://www.econbiz.de/10000781772
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How does the benefit effect vary as unemployment spells lengthen?
Arulampalam, Wiji; Stewart, Mark B. - 1991
Persistent link: https://www.econbiz.de/10000826451
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Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators
Arulampalam, Wiji (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003866056
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Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators
Arulampalam, Wiji (contributor);  … - 2007
This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model using standard software. It then compares the three estimators proposed by Heckman, Orme and Wooldridge based on three alternative approximations, first in an...
Persistent link: https://www.econbiz.de/10003557347
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Simplified implementation of the Heckman estimator of the dynamic probit model and a comparison with alternative estimators
Arulampalam, Wiji; Stewart, Mark B. - In: Oxford bulletin of economics and statistics 71 (2009) 5, pp. 659-681
Persistent link: https://www.econbiz.de/10003875189
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The determinants of individual unemployment durations in an era of high unemployment
Arulampalam, Wiji - In: The economic journal : the journal of the Royal … 105 (1995) 429, pp. 321-332
Persistent link: https://www.econbiz.de/10001179127
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Simple methods for testing for the proportionality of cause-specific hazards in competing risks models
Arulampalam, Wiji - In: Oxford bulletin of economics and statistics 53 (1991) 3, pp. 331-340
Persistent link: https://www.econbiz.de/10001110184
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How does the benefit effect vary as unemployment spells lengthen?
Arulampalam, Wiji - In: Journal of applied econometrics 8 (1993) 4, pp. 361-381
Persistent link: https://www.econbiz.de/10001149731
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Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators
Stewart, Mark B. - 2007
This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model using standard software. It then compares the three estimators proposed by Heckman, Orme and Wooldridge based on three alternative approximations, first in an...
Persistent link: https://www.econbiz.de/10012775847
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Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators
Arulampalam, Wiji; Stewart, Mark B. - Department of Economics, University of Warwick - 2008
This paper presents a convenient shortcut method for implementing the Heckman estimator of the dynamic random effects probit model and other dynamic nonlinear panel data models using standard software. It then compares the estimators proposed by Heckman, Orme and Wooldridge, based on three...
Persistent link: https://www.econbiz.de/10005748202