SFB 303 Discussion Paper No. A - 162

Author: Wurzel, Eckhard
Title: Distribution of Single-Spell Durations in Sample Designs with Time Aggregated Data
Abstract: Data on unemployment duration are frequently time aggregated in the sense that only intervals are known for the start or exit dates of the spells. Neglecting this fact for continuous-time processes leads to a misspecification of the distribution of observed spells and can produce biased parameter estimates. In this paper we consider the distribution of single continuous-time spells for sample designs with time aggregated data.
Creation-Date: March 1988
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