Nonparametric Identification Of Latent Competing Risks Models
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- Haghani, Shermineh, 2014. "Modeling hedge fund lifetimes: A dependent competing risks framework with latent exit types," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 291-320.
- Ran Deng & Shermineh Haghani, 2017. "FHA Loans in Foreclosure Proceedings: Distinguishing Sources of Interdependence in Competing Risks," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 11(1), pages 1-15, December.
- Gordana Colby & Paul Rilstone, 2007.
"Simplified estimation of multivariate duration models with unobserved heterogeneity,"
Springer, vol. 22(1), pages 17-29, April.
- Gordana Colby & Raul Rilstone, 2000. "Simplified Estimation of Multivariate Duration Models with Unobserved Heterogeneity," Social and Economic Dimensions of an Aging Population Research Papers 31, McMaster University.
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