Nonparametric control for residual heterogeneity in modelling recurrent behaviour
From MaRDI portal
Publication:1361583
DOI10.1016/0167-9473(93)90110-FzbMath0937.62540OpenAlexW1987896134MaRDI QIDQ1361583
Publication date: 31 August 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(93)90110-f
panel datainitial conditionstemporal dependenceomitted variablesintegrated log-likelihoodnon-central moments
Related Items (5)
Semiparametric modelling of spatial binary observations ⋮ A review of semiparametric mixture models ⋮ Nonparametric hazard versus nonparametric frailty distribution in modelling recurrence of breast cancer ⋮ Semiparametric mixture models for multivariate count data, with application ⋮ Vertex Exchange Method for non-parametric estimation of mixing distributions in logistic mixed models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Extra-Binomial Variation in Logistic Linear Models
- The geometry of mixture likelihoods, part II: The exponential family
- The geometry of mixture likelihoods: A general theory
- Maximum likelihood estimation of a compound Poisson process
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
- The Estimation of Models of Labour Market Behaviour
- A moments approach for omitted variables in residential histories and other panel data
- Algorithm AS 221: Maximum Likelihood Estimation of a Mixing Distribution
- The Analysis of Re-Employment Probabilities for the Unemployed
- Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
- Quasi-Newton Methods for Unconstrained Optimization
- Consistent Estimates Based on Partially Consistent Observations
This page was built for publication: Nonparametric control for residual heterogeneity in modelling recurrent behaviour
