Bayesian inference for the mover-stayer model in continuous time with an application to labour market transition data

This paper presents Bayesian inference procedures for the continuous time mover-stayer model applied to labour market transition data collected in discrete time. These methods allow us to derive the probability of embeddability of the discrete-time modelling with the continuous-time one. A special e...

Full description

Saved in:
Bibliographic details
Volume: 18
Main Author: Fougère, Denis
Kamionka, Thierry
Format: Journal Article
Language: English
Place of publication: Chichester, UK John Wiley & Sons, Ltd 01.11.2003
John Wiley & Sons
JOHN WILEY & SONS LTD
published in: Journal of applied econometrics (Chichester, England) Vol. 18; no. 6; pp. 697 - 723
Data of publication: 2003-11
ISSN: 0883-7252
1099-1255
EISSN: 1099-1255
Discipline: Economics
Subjects:
Men
Online Access: Fulltext
Database: Istex
Web of Knowledge
Social Sciences Citation Index
Web of Science
Web of Science - Social Sciences Citation Index - 2003
Database information Databases - DBIS