Partial Likelihood Estimation of a Cox Model with Random Effects: an EM Algorithm based on Penalized Likelihood
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References listed on IDEAS
- Van den Berg, Gerard J., 2001.
"Duration models: specification, identification and multiple durations,"
Handbook of Econometrics,in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460
- Van den Berg, Gerard J., 2000. "Duration Models: Specification, Identification, and Multiple Durations," MPRA Paper 9446, University Library of Munich, Germany.
- Heckman, James J. & Singer, Burton, 1984. "Econometric duration analysis," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 63-132.
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KeywordsRandom Effects; Duration analysis; Dynamic model;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-04-22 (All new papers)
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