发帖
雷达卡
摘要翻译：
本文提出了随机右删失分布回归模型的估计和推理过程。该建议将经典的持续时间模型推广到斜率系数随持续时间变化的情况，并适用于离散、连续或混合结果。在一般分布的回归系数没有明确的经济解释的情况下，我们还提出了平均分布边际效应的相合估计和渐近正态估计。通过蒙特卡罗实验研究了该方法的有限样本性质。最后，我们运用我们提出的工具来研究失业救济对失业持续时间的影响。我们的结果表明，平均而言，失业救济金的增加对失业持续时间分布具有非线性、非单调的影响，这种影响对流动性约束下的工人更为显著。
---
英文标题：
《Distribution Regression in Duration Analysis: an Application to
Unemployment Spells》
---
作者：
Miguel A. Delgado, Andr\'es Garc\'ia-Suaza, Pedro H. C. Sant'Anna
---
最新提交年份：
2019
---
分类信息：
一级分类：Economics 经济学
二级分类：Econometrics 计量经济学
分类描述：Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论，微观计量经济学，宏观计量经济学，通过新方法发现的经济关系的实证内容，统计推论应用于经济数据的方法论方面。
--
---
英文摘要：
This article proposes estimation and inference procedures for distribution regression models with randomly right-censored data. The proposal generalizes classical duration models to a situation where slope coefficients can vary with the elapsed duration, and is suitable for discrete, continuous or mixed outcomes. Given that in general distribution regression coefficients do not have clear economic interpretation, we also propose consistent and asymptotically normal estimators for the average distribution marginal effects. Finite sample properties of the proposed method are studied by means of Monte Carlo experiments. Finally, we apply our proposed tools to study the effect of unemployment benefits on unemployment duration. Our results suggest that, on average, an increase in unemployment benefits is associated with a nonlinear, non-monotone effect on the unemployment duration distribution and that such an effect is more pronounced for workers subjected to liquidity constraints.
---
PDF链接：
https://arxiv.org/pdf/1904.06185
京公网安备 11010802022788号
