IDEAS home Printed from https://ideas.repec.org/p/cla/uclawp/669.html
   My bibliography  Save this paper

Group Duration Analysis of the Proportional Hazard Model: Minimum Chi-square Estimators and Specification Tests

Author

Listed:
  • Keunkwan Ryu

    (UCLA)

Abstract

No abstract is available for this item.

Suggested Citation

  • Keunkwan Ryu, 1992. "Group Duration Analysis of the Proportional Hazard Model: Minimum Chi-square Estimators and Specification Tests," UCLA Economics Working Papers 669, UCLA Department of Economics.
    • Handle: RePEc:cla:uclawp:669
    as

    Download full text from publisher

    File URL: http://www.econ.ucla.edu/workingpapers/wp669.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Hausman, Jerry, 2015. "Specification tests in econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
    2. Ernst R. Berndt & Bronwyn H. Hall & Robert E. Hall & Jerry A. Hausman, 1974. "Estimation and Inference in Nonlinear Structural Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 653-665, National Bureau of Economic Research, Inc.
    3. Han, Aaron & Hausman, Jerry A, 1990. "Flexible Parametric Estimation of Duration and Competing Risk Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(1), pages 1-28, January-M.
    4. Moffitt, Robert, 1985. "Unemployment insurance and the distribution of unemployment spells," Journal of Econometrics, Elsevier, vol. 28(1), pages 85-101, April.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Pierre Brochu & David A. Green & James Townsend & Thomas Lemieux, 2023. "The minimum wages, turnover, and the shape of the wage distribution," IFS Working Papers W23/32, Institute for Fiscal Studies.

    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.
    1. Keunkwan Ryu, 2001. "Maximum Likelihood Estimation and Specification Test of the Proportional Hazard Model Using Grouped Durations," ISER Discussion Paper 0552, Institute of Social and Economic Research, Osaka University.
    2. Ira N. Gang & Thomas Bauer, 2000. "Return Migrants From Egypt: How Long Did They Stay Abroad?," Departmental Working Papers 199811, Rutgers University, Department of Economics.
    3. Aysit Tansel & H. Mehmet Taşçı, 2010. "Hazard Analysis of Unemployment Duration by Gender in a Developing Country: The Case of Turkey," LABOUR, CEIS, vol. 24(4), pages 501-530, December.
    4. Hausman, Jerry A. & Woutersen, Tiemen, 2014. "Estimating a semi-parametric duration model without specifying heterogeneity," Journal of Econometrics, Elsevier, vol. 178(P1), pages 114-131.
    5. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
    6. Lionel Prouteau & François‐Charles Wolff, 2004. "Relational Goods and Associational Participation," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 75(3), pages 431-463, September.
    7. Hausman, Jerry A. & Lo, Andrew W. & MacKinlay, A. Craig, 1992. "An ordered probit analysis of transaction stock prices," Journal of Financial Economics, Elsevier, vol. 31(3), pages 319-379, June.
    8. Bernell, Stephanie Lazarus & Shinogle, Judith Ann, 2005. "The relationship between HAART use and employment for HIV-positive individuals: an empirical analysis and policy outlook," Health Policy, Elsevier, vol. 71(2), pages 255-264, February.
    9. Røed, Knut & Jensen, Peter & Thoursie, Anna, 2002. "Unemployment Duration, Incentives and Institutions - A Micro-Econometric Analysis Based on Scandinavian Data," Working Paper Series 3/2002, Stockholm University, Swedish Institute for Social Research.
    10. van Soest, A.H.O., 1990. "Essays on micro-econometric models of consumer demand and the labour market," Other publications TiSEM be045d62-a73d-4d7c-a591-f, Tilburg University, School of Economics and Management.
    11. Charles G. Renfro, 2009. "The Practice of Econometric Theory," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-75571-5, July-Dece.
    12. Hahn, Jinyong & Hausman, Jerry & Lustig, Josh, 2020. "Specification test on mixed logit models," Journal of Econometrics, Elsevier, vol. 219(1), pages 19-37.
    13. Beata Bieszk-Stolorz & Iwona Markowicz, 2015. "Influence Of Unemployment Benefit On Duration Of Registered Unemployment Spells," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 10(3), pages 167-183, September.
    14. Kaiser, Ulrich & Szczesny, Andrea, 2000. "Einfache ökonometrische Verfahren für die Kreditrisikomessung," CoFE Discussion Papers 00/28, University of Konstanz, Center of Finance and Econometrics (CoFE).
    15. Robert Halvorsen & Tim R. Smith, 1991. "A Test of the Theory of Exhaustible Resources," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 106(1), pages 123-140.
    16. DesJardins, Stephen L. & Ahlburg, Dennis A. & McCall, Brian P., 2006. "The effects of interrupted enrollment on graduation from college: Racial, income, and ability differences," Economics of Education Review, Elsevier, vol. 25(6), pages 575-590, December.
    17. Steven Stern & John Pepper, 2001. "Empirical Search Models," Virginia Economics Online Papers 383, University of Virginia, Department of Economics.
    18. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
    19. Nikolaus Hautsch, 1999. "Analyzing the Time between Trades with a Gamma Compounded Hazard Model. An Application to LIFFE Bund Future Transactions," Finance 9904002, University Library of Munich, Germany.
    20. Chul-In Lee, 2000. "The Impact of Taxing Unemployment Insurance Benefits on Unemployment Duration and Post-unemployment Earnings," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 7(4), pages 521-546, August.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    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:cla:uclawp:669. 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: David K. Levine (email available below). General contact details of provider: http://www.econ.ucla.edu/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.