Likelihood-Based Estimation of a Proportional-Hazard, Competing- Risk Model with Grouped Duration Data
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- Bidisha Chakrabarty & Zhaohui Han & Konstantin Tyurin & Xiaoyong Zheng, 2006. "A Competing Risk Analysis of Executions and Cancellations in a Limit Order Market," Caepr Working Papers 2006-015, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
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Keywordscompeting risk models; duration models; default risk;
- R - Urban, Rural, Regional, Real Estate, and Transportation Economics
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