Estimating a semi-parametric duration model without specifying heterogeneity
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DOI: 10.1016/j.jeconom.2013.08.011
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- Chen, Songnian, 2019. "Quantile regression for duration models with time-varying regressors," Journal of Econometrics, Elsevier, vol. 209(1), pages 1-17.
- Gallant, A. Ronald & Hong, Han & Leung, Michael P. & Li, Jessie, 2022. "Constrained estimation using penalization and MCMC," Journal of Econometrics, Elsevier, vol. 228(1), pages 85-106.
- Jiun-Hua Su, 2019. "Counterfactual Inference in Duration Models with Random Censoring," Papers 1902.08502, arXiv.org.
- Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2017.
"Modeling heaped duration data: An application to neonatal mortality,"
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- Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2014. "Modelling Heaped Duration Data: An Application to Neonatal Mortality," CAGE Online Working Paper Series 207, Competitive Advantage in the Global Economy (CAGE).
- Arulampalam, Wiji & Corradi, Valentina & Gutknecht, Daniel, 2014. "Modelling Heaped Duration Data: An Application to Neonatal Mortality," IZA Discussion Papers 8493, Institute of Labor Economics (IZA).
- Gerard J. van den Berg & Petyo Bonev & Enno Mammen, 2020. "Nonparametric Instrumental Variable Methods for Dynamic Treatment Evaluation," The Review of Economics and Statistics, MIT Press, vol. 102(2), pages 355-367, May.
- Anderl, Eva & Schumann, Jan Hendrik & Kunz, Werner, 2016. "Helping Firms Reduce Complexity in Multichannel Online Data: A New Taxonomy-Based Approach for Customer Journeys," Journal of Retailing, Elsevier, vol. 92(2), pages 185-203.
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More about this item
Keywords
Mixed proportional hazard model; Time-varying regressors; Heterogeneity;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
Statistics
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