Semiparametric estimation of a panel data proportional hazards model with fixed effects

DOI10.1016/S0304-4076(03)00203-3zbMath1337.62315OpenAlexW2139598131MaRDI QIDQ269238

Joel L. Horowitz, Sokbae Lee

Publication date: 18 April 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00203-3

zbMATH Keywords

semiparametric estimationpanel dataduration analysis

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

Related Items

Partial rank estimation of duration models with general forms of censoring, Kernel estimation of hazard functions when observations have dependent and common covariates, NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS, Linear fixed-effects estimation with nonrepeated outcomes, A nested copula duration model for competing risks with multiple spells, Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares, Block empirical likelihood for partially linear panel data models with fixed effects, Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects, Estimating a semi-parametric duration model without specifying heterogeneity, Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring, ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA, ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS

Cites Work

• Unnamed Item
• Unnamed Item
• Smooth optimum kernel estimators of densities, regression curves and modes
• Uniform consistency of the kernel conditional Kaplan-Meier estimate
• Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
• The incidental parameter problem since 1948
• Stratified partial likelihood estimation
• Simulation and the Asymptotics of Optimization Estimators
• Estimation of a bivariate distribution function under random censorship
• Root-N-Consistent Semiparametric Regression
• Nonparametric estimation of the bivariate survival function with an application to vertically transmitted AIDS
• Estimation of additive regression models with known links
• Identification Results for Duration Models with Multiple Spells
• Nonparametric estimation of successive duration times under dependent censoring
• Nonparametric estimation of the gap time distribution for serial events with censored data
• The Efficiency Bound of the Mixed Proportional Hazard Model
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Density Estimation Under Random Censorship and Order Restrictions
• Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity
• Nonparametric Estimation of a Generalized Additive Model With an Unknown Link Function
• Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
• Convergence of stochastic processes