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A Note on the Weibull Distribution and Time
Aggregation Bias
By Røed, Knut og Tao Zhang
Memorandum 23/2000
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Abstract |
The application of continuous time Weibull models on discrete unemployment duration data may produce bias in the estimated shape of the hazard rate. The bias can be substantial even for weekly duration data, and it is seriously aggravated if the Weibull model is erroneously mixed with a Gamma distribution for unobserved heterogeneity. |
| JEL Classification:
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C41 |
| Keywords:
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Unemployment duration, Weibull model, Time aggregation bias |
| Project:
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1203 Sorting, exposed groups and labour market programmes
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| Financing:
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Norges forskningsråd |
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