Published April 7, 2021
| Version v1.1.1
Software
Open
The Likelihood of Mixed Hitting Times: Replication Package
Description
This MATLAB code replicates the numerical results in Abbring and Salimans (2021). This covers the computation of the likelihood of the mixed hitting-time (MHT) model, maximum likelihood (ML) estimation of parametric versions of this model, and an application to the analysis of Kennan's (1985) strike data.
Please see the public Github repository at https://github.com/jabbring/mht-likelihood for details and the latest code and documentation.
- Abbring, Jaap H., and Tim Salimans (2021), “The likelihood of mixed hitting times”, Journal of Econometrics, 223, 361-375. doi:10.1016/j.jeconom.2019.08.017. arXiv:1905.03463 [econ.EM].
- Kennan, John (1985), "The duration of contract strikes in U.S. manufacturing", Journal of Econometrics, 28, 5–28.
We welcome the use of this software under an MIT license.
© 2020 Jaap H. Abbring and Tim Salimans
Notes
The research of Jaap Abbring is financially supported by the Dutch Research Council (NWO) through Vici grant 453-11-002.
Files
jabbring/mht-likelihood-v1.1.1.zip
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Related works
- Is identical to
- https://github.com/jabbring/mht-likelihood/tree/v1.1.1 (URL)
- Is previous version of
- https://github.com/jabbring/mht-likelihood (URL)