TY - JOUR A1 - Baker, M. A1 - Melino, A. T1 - Duration dependence and nonparametric heterogeneity: A Monte Carlo study Y1 - 2000 DO - 10.1016/S0304-4076(99)00064-0 JF - Journal of Econometrics VL - 96 IS - 2 SP - 357 EP - -393 ER -