A Monte Carlo study of time aggregation in continuous-time and discrete-time parametric hazard models

DOI10.1016/S0165-1765(97)00265-6zbMath0907.90063OpenAlexW2136393567MaRDI QIDQ1129149

Michel Wedel, Frenkel ter Hofstede

Publication date: 13 August 1998

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(97)00265-6

zbMATH Keywords

proportional hazard modelMonte Carlo simulationdiscrete-timetime aggregationcontinuous-time

Mathematics Subject Classification ID

Economic growth models (91B62)

Related Items (1)

Time-aggregation effects on the baseline of continuous-time and discrete-time hazard models

Cites Work

• Semiparametric proportional hazards estimation of competing risks models with time-varying covariates
• Fitting Parametric Counting Processes by Using Log-Linear Models
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