Estimation of a transformation model with truncation, interval observation and time-varying covariates
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- Bo E. HonorÈ & Luojia Hu, 2010. "Estimation of a transformation model with truncation, interval observation and time-varying covariates," Econometrics Journal, Royal Economic Society, vol. 13(1), pages 127-144, February.
- Bo E. Honoré & Luojia Hu, 2007. "Estimation of a Transformation Model with Truncation, Interval Observation and Time–Varying Covariates," CAM Working Papers 2009-03, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, revised Nov 2008.
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- Wolter, James Lewis, 2016. "Kernel estimation of hazard functions when observations have dependent and common covariates," Journal of Econometrics, Elsevier, vol. 193(1), pages 1-16.
- 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.
- James Wolter, 2015. "Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates," Economics Series Working Papers 761, University of Oxford, Department of Economics.
- repec:eee:econom:v:209:y:2019:i:1:p:1-17 is not listed on IDEAS
- Jerry Hausman & Tiemen Woutersen, 2014. "Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 472-496, August.
- Shinya Sugawara, 2013. "An Interval Regression Analysis for Tenures of Japanese Elder Care Workers Using Matched Employer-Employee Data," CIRJE F-Series CIRJE-F-887, CIRJE, Faculty of Economics, University of Tokyo.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2010-01-10 (Econometrics)
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