Analytically calibrated Box-Cox percentile limits for duration and event-time models
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
- Saha, Atanu & Hilton, Lynette, 1997. "Expo-power: A flexible hazard function for duration data models," Economics Letters, Elsevier, vol. 54(3), pages 227-233, July.
- Robert F. Engle & Jeffrey R. Russell, 1998. "Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data," Econometrica, Econometric Society, vol. 66(5), pages 1127-1162, September.
- Koop, Gary & Ruhm, Christopher J., 1993. "Econometric estimation of proportional hazard models," Journal of Economics and Business, Elsevier, vol. 45(5), pages 421-430, December.
- Kiefer, Nicholas M, 1988. "Economic Duration Data and Hazard Functions," Journal of Economic Literature, American Economic Association, vol. 26(2), pages 646-679, June.
- Heckman, James J. & Singer, Burton, 1984. "Econometric duration analysis," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 63-132.
- Ryu, Keunkwan, 1993. "Structural duration analysis of management data," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 91-115.
- Kiefer, Nicholas M & Lundberg, Shelly J & Neumann, George R, 1985.
"How Long Is a Spell of Unemployment? Illusions and Biases in the Use of CPS Data,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 3(2), pages 118-128, April.
- Nicholas M. Kiefer & Shelly J. Lundberg & George R. Neumann, 1984. "How Long is a Spell of Unemployment?: Illusions and Biases in the Use of CPS Data," NBER Working Papers 1467, National Bureau of Economic Research, Inc.
- Baker, Michael & Melino, Angelo, 2000.
"Duration dependence and nonparametric heterogeneity: A Monte Carlo study,"
Journal of Econometrics, Elsevier, vol. 96(2), pages 357-393, June.
- Michael Baker & Angelo Melino, 1999. "Duration Dependence and Nonparametric Heterogeneity: A Monte Carlo Study," Working Papers melino-99-01, University of Toronto, Department of Economics.
- Zhang, Michael Yuanjie & Russell, Jeffrey R. & Tsay, Ruey S., 2001. "A nonlinear autoregressive conditional duration model with applications to financial transaction data," Journal of Econometrics, Elsevier, vol. 104(1), pages 179-207, August.
- Torelli, Nicola & Trivellato, Ugo, 1993. "Modelling inaccuracies in job-search duration data," Journal of Econometrics, Elsevier, vol. 59(1-2), pages 187-211, September.
- Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-956, July.
- Kennan, John, 1985. "The duration of contract strikes in U.S. manufacturing," Journal of Econometrics, Elsevier, vol. 28(1), pages 5-28, April.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Yang, Zhenlin, 2006. "A modified family of power transformations," Economics Letters, Elsevier, vol. 92(1), pages 14-19, July.
- Liangjun Su & Zhenlin Yang, 2008.
"Asymptotics and Bootstrap for Transformed Panel Data Regressions,"
Development Economics Working Papers
22477, East Asian Bureau of Economic Research.
- Liangjun Su & Zhenlin Yang, 2009. "Asymptotics and Bootstrap for Transformed Panel Data Regressions," Working Papers 03-2009, Singapore Management University, School of Economics.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:35:y:2004:i:3:p:649-677. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Haili He). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.