Discrete time duration models with group-level heterogeneity

DOI10.1016/j.jeconom.2006.12.003zbMath1418.62452OpenAlexW1993444540MaRDI QIDQ289194

Luojia Hu, Anders Frederiksen, Bo E. Honoré

Publication date: 27 May 2016

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

Full work available at URL: https://pure.au.dk/ws/files/51923056/FREDERIKSEN_HONORE_HU_JOE_2007.PDF

zbMATH Keywords

panel dataduration modelsdiscrete choice

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10) Reliability and life testing (62N05)

Related Items (7)

Kernel estimation of hazard functions when observations have dependent and common covariates ⋮ Lagged duration dependence in mixed proportional hazard models ⋮ A note on the Tobit model in the presence of a duration variable ⋮ Estimation of a transformation model with truncation, interval observation and time‐varying covariates ⋮ Estimating a semi-parametric duration model without specifying heterogeneity ⋮ Sufficient statistics for unobserved heterogeneity in structural dynamic logit models ⋮ A note on binary choice duration models

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