EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY

DOI10.1017/S0266466607070120zbMath1237.62039MaRDI QIDQ2886944

Paul Rilstone, José Canals-Cerdá, Peter Bearse

Publication date: 14 May 2012

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10) Estimation in survival analysis and censored data (62N02)

Related Items (3)

A general semiparametric approach to inference with marker-dependent hazard rate models ⋮ Semiparametric competing risks analysis ⋮ Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate

Cites Work

• Duration dependence and nonparametric heterogeneity: A Monte Carlo study
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• Efficient maximum likelihood estimation in semiparametric mixture models
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• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
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• Semiparametric efficiency bounds
• The Non-Parametric Identification of Generalized Accelerated Failure-Time Models
• True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model
• Econometric Methods for the Duration of Unemployment
• The Efficiency Bound of the Mixed Proportional Hazard Model
• Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
• An Efficient Semiparametric Estimator for Binary Response Models
• The Singularity of the Information Matrix of the Mixed Proportional Hazard Model

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