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Exact Structural Inference in Optimal Job-Search Models

Datos Bibliográficos

ID19419002
AutoresTony Lancaster (0000-0002-1534-7547, Brown University, autor de correspondencia)
Año1997
Volumen15
Número2
Páginas165-179
Fecha de publicación1997-04-01
Peer ReviewedSí
Open AccessNo
TipoARTICLE
RevistaJournal of Business and Economic Statistics (JOURNAL)
Identificadores de la revistaISSN: 0735-0015 • E-ISSN: 1537-2707
EditorialInforma UK Limited (PUBLISHER • GB)
DOI10.1080/07350015.1997.10524698
OpenAlexW1993485516
IdiomaEN
Citas recibidas2
Referencias citadas13

This paper is a study of the exact posterior distributions of parameters in a stationary optimal job search model. The author exploits the simple latent structure of the search model when all job offers are observed to stimulate posterior distributions of structural parameters when the latent structure is imperfectly observed. These simulations enable him to show the unusual shape of the job search likelihood when the data are durations and accepted wages. The author also develops an algorithm to resample simulated posterior distributions in order to impose on the model the implications of fully optimal search. The methods are illustrated using simulated data

Econometrics · Economics · Inference · Mathematical optimization · Computer Science · Consumer Market Behavior and Pricing · Game Theory and Applications · Mathematics · Optimization and Search Problems · Artificial Intelligence

  • Job Search and Hyperbolic Discounting

    Open Access•M Daniele Paserman•The Economic Journal•2008

  • Bayesian Analysis of the Prototypal Search Model

    Nicholas M Kiefer, Mark F J Steel•Journal of Business and Economic…•1998

  • Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

    Open Access•Stuart Geman, Donald Geman•IEEE Transactions on Pattern…•1984

  • The Calculation of Posterior Distributions by Data Augmentation

    Martin A Tanner, Wing Hung Wong•Journal of the American…•1987

  • Sampling-Based Approaches to Calculating Marginal Densities

    Alan E Gelfand, Adrian F M Smith•Journal of the American…•1990

  • Bayesian Analysis of Binary and Polychotomous Response Data

    James H Albert, Siddhartha Chib•Journal of the American…•1993

Obras citantes distintas2
Citas por año0,07
Intervalo de citas1998 - 2008 (11)
Velocidad de citaciónhistorical
Altamente citadoNo
Tipos de citaNeutras: 1
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