A Duration Model with Dynamic Unobserved Heterogeneity
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Ruixuan Liu, 2016. "A Single-index Cox Model Driven by Levy Subordinators," Emory Economics 1602, Department of Economics, Emory University (Atlanta).
- Ruixuan Liu, 2016. "A Competing Risks Model with Time-varying Heterogeneity and Simultaneous Failure," Emory Economics 1603, Department of Economics, Emory University (Atlanta).
- Effraimidis, Georgios, 2016. "Nonparametric Identification of a Time-Varying Frailty Model," COHERE Working Paper 2016:6, University of Southern Denmark, COHERE - Centre of Health Economics Research.
More about this item
Keywordsduration analysis; Levy process; dynamic unobserved heterogeneity; identification; mixture;
- 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
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