@article{Baker2000, author = {Baker, M. and Melino, A.}, title= {Duration dependence and nonparametric heterogeneity: A Monte Carlo study}, year = {2000}, doi = {10.1016/S0304-4076(99)00064-0}, journal = {Journal of Econometrics}, volume = {96}, number = {2}, pages = {357--393}, }