The purpose of this study is to investigate the effect of time-aggregation in discrete and contunous-time hazard models. A Monte Carlo study is conducted in which data are generated according to underlying contunous and discrete-time processes, which data are aggregated into daily, weekly and monthly intervals.
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Paper provided by Wageningen Agricultural - General Economics in its series Papers with number
1996-03.
Length: 25 pages Date of creation: 1996 Date of revision: Handle: RePEc:fth:wageni:1996-03
Contact details of provider: Postal: WAGENINGEN Agricultural University, Department of General Economics, Hollandseweg, 1,6706 KN Wageningen, The Netherlands.
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