The distribution of unobserved heterogeneity in competing risks models
Author
Abstract
Suggested Citation
DOI: 10.1007/s00362-017-0956-y
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
- David Hanagal, 2009. "Weibull extension of bivariate exponential regression model with different frailty distributions," Statistical Papers, Springer, vol. 50(1), pages 29-49, January.
- 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.
- Deng, Yongheng & Quigley, John M. & Van Order, Robert, 1999. "Mortgage Terminations, Heterogeneity, and the Exercise of Mortgage Options," Berkeley Program on Housing and Urban Policy, Working Paper Series qt96r560pg, Berkeley Program on Housing and Urban Policy.
- Jaap H. Abbring & Gerard J. Van Den Berg, 2007.
"The unobserved heterogeneity distribution in duration analysis,"
Biometrika, Biometrika Trust, vol. 94(1), pages 87-99.
- Jaap H. Abbring & Gerard J. van den Berg, 2006. "The Unobserved Heterogeneity Distribution in Duration Analysis," Tinbergen Institute Discussion Papers 06-059/3, Tinbergen Institute.
- Abbring, Jaap & Van den Berg, Gerard, 2007. "The Unobserved Heterogeneity Distribution in Duration Analysis," CEPR Discussion Papers 6219, C.E.P.R. Discussion Papers.
- Jaap H. Abbring & Gerard J. Van Den Berg, 2003. "The identifiability of the mixed proportional hazards competing risks model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(3), pages 701-710, August.
- Yongheng Deng & John M. Quigley & Robert Van Order, 2000.
"Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options,"
Econometrica, Econometric Society, vol. 68(2), pages 275-308, March.
- Yongheng Deng & John M. Quigley & Robert Van Order, "undated". "Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options," Zell/Lurie Center Working Papers 322, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.
- Deng, Yongheng & Quigley, John M. & Van Order, Robert, 1999. "Mortgage Terminations, Heterogeneity, and the Exercise of Mortgage Options," Berkeley Program on Housing and Urban Policy, Working Paper Series qt96r560pg, Berkeley Program on Housing and Urban Policy.
- Guillaume Horny, 2009.
"Inference in mixed proportional hazard models with K random effects,"
Statistical Papers, Springer, vol. 50(3), pages 481-499, June.
- Guillaume Horny., 2009. "Inference in Mixed Proportional Hazard Models with K Random Effects," Working papers 248, Banque de France.
- Omey, E. & Willekens, E., 1989. "Abelian and Tauberian theorems for the Laplace transform of functions in several variables," Journal of Multivariate Analysis, Elsevier, vol. 30(2), pages 292-306, August.
- Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-956, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Hess, Wolfgang & Persson, Maria, 2010.
"The Duration of Trade Revisited. Continuous-Time vs. Discrete-Time Hazards,"
Working Papers
2010:1, Lund University, Department of Economics.
- Hess, Wolfgang & Persson, Maria, 2010. "The Duration of Trade Revisited: Continuous-Time vs. Discrete-Time Hazards," Working Paper Series 829, Research Institute of Industrial Economics.
- Piu Banerjee & Jose J. Canals-Cerda, 2012. "Credit risk analysis of credit card portfolios under economic stress conditions," Working Papers 12-18, Federal Reserve Bank of Philadelphia.
- Hess, Wolfgang & Persson, Maria, 2009. "Survival and Death in International Trade - Discrete-Time Durations of EU Imports," Working Papers 2009:12, Lund University, Department of Economics.
- Bart Cockx & Muriel Dejemeppe, 2005.
"Duration dependence in the exit rate out of unemployment in Belgium. Is it true or spurious?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 1-23, January.
- Muriel Dejemeppe & Bart Cockx, 2005. "Duration dependence in the exit rate out of unemployment in Belgium. Is it true or spurious?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 1-23.
- Cockx, Bart & Dejemeppe, Muriel, 2002. "Duration Dependence in the Exit Rate out of Unemployment in Belgium: Is It True or Spurious?," IZA Discussion Papers 632, Institute of Labor Economics (IZA).
- Wolfgang Hess & Maria Persson, 2012. "The duration of trade revisited," Empirical Economics, Springer, vol. 43(3), pages 1083-1107, December.
- Adriaan Kalwij, 2014. "An empirical analysis of the importance of controlling for unobserved heterogeneity when estimating the income-mortality gradient," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 31(30), pages 913-940.
- de Wit, Erik R. & van der Klaauw, Bas, 2013.
"Asymmetric information and list-price reductions in the housing market,"
Regional Science and Urban Economics, Elsevier, vol. 43(3), pages 507-520.
- van der Klaauw, Bas & de Wit, Erik, 2010. "Asymmetric Information and List Price Reductions in the Housing Market," CEPR Discussion Papers 7799, C.E.P.R. Discussion Papers.
- Erik R. de Wit & Bas van der Klaauw, 2010. "Asymmetric Information and List Price Reductions in the Housing Market," Tinbergen Institute Discussion Papers 10-038/3, Tinbergen Institute.
- Nicoletti, Cheti & Rondinelli, Concetta, 2010.
"The (mis)specification of discrete duration models with unobserved heterogeneity: A Monte Carlo study,"
Journal of Econometrics, Elsevier, vol. 159(1), pages 1-13, November.
- Concetta Rondinelli & Cheti Nicoletti, 2009. "The (mis)specification of discrete duration models with unobserved heterogeneity: a Monte Carlo study," Temi di discussione (Economic working papers) 705, Bank of Italy, Economic Research and International Relations Area.
- Ran Deng & Shermineh Haghani, 2017. "FHA Loans in Foreclosure Proceedings: Distinguishing Sources of Interdependence in Competing Risks," JRFM, MDPI, vol. 11(1), pages 1-15, December.
- Giesecke, Kay & Schwenkler, Gustavo, 2018. "Filtered likelihood for point processes," Journal of Econometrics, Elsevier, vol. 204(1), pages 33-53.
- Zhang, Tao, 2003. "A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity," Memorandum 25/2003, Oslo University, Department of Economics.
- Kim, Dongwoo, 2023. "Partially identifying competing risks models: An application to the war on cancer," Journal of Econometrics, Elsevier, vol. 234(2), pages 536-564.
- Bo E. Honoré & Adriana Lleras-Muney, 2006.
"Bounds in Competing Risks Models and the War on Cancer,"
Econometrica, Econometric Society, vol. 74(6), pages 1675-1698, November.
- Bo E. Honore & Adriana Lleras Muney, 2004. "Bounds in Competing Risks Models and the War on Cancer," NBER Working Papers 10963, National Bureau of Economic Research, Inc.
- Bo E. Honoré & Adriana Lleras-Muney, 2004. "Bounds in Competing Risks Models and the War on Cancer," CAM Working Papers 2004-08, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
- Lee, Myoung-jae & Johansson, Per, 2013. "A Simple Approach to Treatment Effects on Durations When the Treatment Timing is Chosen," IZA Discussion Papers 7249, Institute of Labor Economics (IZA).
- Nicoletti, Cheti & Rondinelli, Concetta, 2006. "The (mis)specification of discrete time duration models with unobserved heterogenity: a Monte Carlo study," ISER Working Paper Series 2006-53, Institute for Social and Economic Research.
- Fan, Yanqin & Liu, Ruixuan, 2018. "Partial identification and inference in censored quantile regression," Journal of Econometrics, Elsevier, vol. 206(1), pages 1-38.
- Sciulli, Dario, 2006. "Making the italian labor market more flexible: an evaluation of the treu reform," UC3M Working papers. Economics we063408, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Matteo Bissiri & Riccardo Cogo, 2017. "Behavioral Value Adjustments," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(08), pages 1-37, December.
- Matteo Benetton, 2021. "Leverage Regulation and Market Structure: A Structural Model of the U.K. Mortgage Market," Journal of Finance, American Finance Association, vol. 76(6), pages 2997-3053, December.
- Albanese, Andrea & Picchio, Matteo & Ghirelli, Corinna, 2020.
"Timed to Say Goodbye: Does Unemployment Benefit Eligibility Affect Worker Layoffs?,"
Labour Economics, Elsevier, vol. 65(C).
- Albanese, Andrea & Ghirelli, Corinna & Picchio, Matteo, 2019. "Timed to Say Goodbye: Does Unemployment Benefit Eligibility Affect Worker Layoffs?," GLO Discussion Paper Series 323, Global Labor Organization (GLO).
- Andrea Albanese & Corinna Ghirelli & Matteo Picchio, 2019. "Timed to say goodbye: does unemployment benefit eligibility affect worker layoffs?," Working Papers 1904, Banco de España.
- Albanese, Andrea & Ghirelli, Corinna & Picchio, Matteo, 2019. "Timed to Say Goodbye: Does Unemployment Benefit Eligibility Affect Worker Layoffs?," IZA Discussion Papers 12171, Institute of Labor Economics (IZA).
- ALBANESE Andrea & GHIRELLI Corinna & PICCHIO Matteo, 2019. "Timed to Say Goodbye: Does Unemployment Benefit Eligibility Affect Worker Layoffs?," LISER Working Paper Series 2019-04, Luxembourg Institute of Socio-Economic Research (LISER).
- Andrea Albanese & Corinna Ghirelli & Matteo Picchio, 2019. "Timed to say goodbye: Does unemployment benefit eligibility affect worker layoffs?," Working Papers 436, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Andrea Albanese & Corinna Ghirelli & Matteo Picchio, 2019. "Timed To Say Goodbye: Does Unemployment Benefit Eligibility Affect Worker Layoffs?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/960, Ghent University, Faculty of Economics and Business Administration.
More about this item
Keywords
Dependent competing risks; Unobserved heterogeneity; Regular variation; Large duration survivor;All these keywords.
Statistics
Access and download statisticsCorrections
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:spr:stpapr:v:61:y:2020:i:2:d:10.1007_s00362-017-0956-y. See general information about how to correct material in RePEc.
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 CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.