Efficient Estimation of Fixed and Time-varying Covariate Effects in Multiplicative Intensity Models
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Bibliographic InfoArticle provided by Danish Society for Theoretical Statistics & Finnish Statistical Society & Norwegian Statistical Association & Swedish Statistical Association in its journal Scandinavian Journal of Statistics.
Volume (Year): 29 (2002)
Issue (Month): 1 ()
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898
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- Bhattacharjee, Arnab, 2004.
"Estimation in hazard regression models under ordered departures from proportionality,"
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- Bhattacharjee, A., 2003. "Estimation in Hazard Regression Models under Ordered Departures from Proportionality," Cambridge Working Papers in Economics 0337, Faculty of Economics, University of Cambridge.
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"Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models,"
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- Sun, Liuquan & Zhu, Liang & Sun, Jianguo, 2009. "Regression analysis of multivariate recurrent event data with time-varying covariate effects," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2214-2223, November.
- Arnab Bhattacharjee, 2009.
"Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity,"
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- Bhattacharjee, Arnab, 2009. "Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity," SIRE Discussion Papers 2009-22, Scottish Institute for Research in Economics (SIRE).
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