Analysis of a continuous-time proportional hazard model using discrete duration data

DOI10.1080/07474939508800322zbMath0832.62105OpenAlexW2020764703MaRDI QIDQ4853101

Keunkwan Ryu

Publication date: 3 December 1995

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

Full work available at URL: https://doi.org/10.1080/07474939508800322

zbMATH Keywords

asymptotic biasefficiencyproportional hazard modelquasi maximum likelihoodapproximation procedurepartial maximum likelihoodcorrect maximum likelihood estimatordiscrete durationgrouped durationmonotonicity of Fisher information

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)

Related Items

Structural duration analysis of management data

Cites Work

• Partial likelihood
• On the Treatment of Grouped Observations in Life Studies
• Regression Analysis of Grouped Survival Data with Application to Breast Cancer Data
• Group Duration Analysis of the Proportional Hazard Model: Minimum Chi-Squared Estimators and Specification Tests

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