NONPARAMETRIC IDENTIFICATION OF THE MIXED HAZARDS MODEL WITH TIME-VARYING COVARIATES
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Publication:2886946
DOI10.1017/S0266466607070144zbMath1237.62061MaRDI QIDQ2886946
Publication date: 14 May 2012
Published in: Econometric Theory (Search for Journal in Brave)
Related Items (5)
Time and causality: a Monte Carlo assessment of the timing-of-events approach ⋮ Non‐parametric identification of the mixed proportional hazards model with interval‐censored durations ⋮ Estimating a semi-parametric duration model without specifying heterogeneity ⋮ The (mis)specification of discrete duration models with unobserved heterogeneity: a Monte Carlo study ⋮ NONPARAMETRIC IDENTIFICATION OF THE MIXED HAZARD MODEL USING MARTINGALE-BASED MOMENTS
Cites Work
- Econometric duration analysis
- The Identifiability of the Proportional Hazard Model
- The Non-Parametric Identification of Generalized Accelerated Failure-Time Models
- True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model
- The Analysis of Re-Employment Probabilities for the Unemployed
- Identification Results for Duration Models with Multiple Spells
- Econometric Methods for the Duration of Unemployment
- On Muntz' Theorem and Completely Monotone Functions
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