Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5061358 | Economics Letters | 2010 | 4 Pages |
Abstract
In this paper, a Quantile Regression for Counts Model (QRCM) is used to accommodate the discrete nature of the contract duration variable. Our results show that important time-variant variables behave differently at the tails of the distribution.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Chunping Liu, Amy Peng,