Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate

DOI10.1080/07474938.2014.966637zbMath1491.62254OpenAlexW2067279898MaRDI QIDQ5864372

Sadat Reza, Paul Rilstone

Publication date: 7 June 2022

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

Full work available at URL: https://doi.org/10.1080/07474938.2014.966637

zbMATH Keywords

nonparametricidiosyncratic errorsindividual-specific/time-invariant errorssequential binary choice

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)

Related Items (1)

A general semiparametric approach to inference with marker-dependent hazard rate models

Cites Work

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