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Citations for "Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity"

by Joel L. Horowitz

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  1. Barros, Carlos Pestana & Passos, Jose & Gil-Alana, Luis A., 2006. "The timing of ETA terrorist attacks," Journal of Policy Modeling, Elsevier, vol. 28(3), pages 335-346, April.
  2. Bhattacharjee, A., 2004. "A Simple Test for the Absence of Covariate Dependence in Duration Models," Cambridge Working Papers in Economics 0401, Faculty of Economics, University of Cambridge.
  3. Jin Seo Cho & Halbert White, 2009. "Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models," Discussion Paper Series 0912, Institute of Economic Research, Korea University.
  4. Bijwaard Govert E. & Ridder Geert & Woutersen Tiemen, 2013. "A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model," Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 1-23, July.
  5. James E. Prieger, 2003. "Conditional Moment Tests for Parametric Duration Models," Working Papers 010, University of California, Davis, Department of Economics.
  6. Tue Gorgens, 2000. "Semiparametric Estimation of Single-Index Transition Intensities," Econometric Society World Congress 2000 Contributed Papers 0596, Econometric Society.
  7. Bhattacharjee, A. & Samarjit Das, 2002. "Testing Proportionality in Duration Models with Respect to Continuous Covariates," Cambridge Working Papers in Economics 0220, Faculty of Economics, University of Cambridge.
  8. Jaap H. Abbring & Gerard J. van den Berg, 2006. "The Unobserved Heterogeneity Distribution in Duration Analysis," Tinbergen Institute Discussion Papers 06-059/3, Tinbergen Institute.
  9. Bhattacharjee, Arnab, 2009. "Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity," SIRE Discussion Papers 2009-22, Scottish Institute for Research in Economics (SIRE).
  10. Zhang, Tao, 2003. "A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity," Memorandum 25/2003, Oslo University, Department of Economics.
  11. 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 Elsevier.
  12. Joel Horowitz & Sokbae 'Simon' Lee, 2002. "Semiparametric estimation of a panel data proportional hazards model with fixed effects," CeMMAP working papers CWP21/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  13. Abbring, Jaap H & van den Berg, Gerard J, 2007. "The Unobserved Heterogeneity Distribution in Duration Analysis," CEPR Discussion Papers 6219, C.E.P.R. Discussion Papers.
  14. Abbring, J.H. & van den Berg, G. & van Ours, J.C., 1999. "The Anatomy of Unemployment Dynamics," Discussion Paper 1999-81, Tilburg University, Center for Economic Research.
  15. Abbring, J.H. & Berg, G.J. & Ours, J.C., 1994. "The anatomy of unemployment dynamics," Serie Research Memoranda 0024, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  16. Hilary W. Hoynes & Kenneth Y. Chay & Dean Hyslop, 2004. "True State Dependence In Monthly Welfare Participation:A Nonexperimental Analysis," Working Papers 533, University of California, Davis, Department of Economics.
  17. Qi Li & Jeffrey Scott Racine, 2006. "Nonparametric Econometrics: Theory and Practice," Economics Books, Princeton University Press, edition 1, volume 1, number 8355.
  18. Manitra Rakotoarisoa, . "Explaining Durations in Country Investment Ratings: A Competing Risk Model with Random-Effects," EcoMod2007 23900074, EcoMod.
  19. Sokbae 'Simon' Lee, 2005. "Identification of a competing risks model with unknown transformations of latent failure times," CeMMAP working papers CWP17/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  20. repec:dgr:uvatin:2006059 is not listed on IDEAS
  21. Tiemen Woutersen & Jerry Hausman, 2005. "Estimating a Semi-Parametric Duration Model without Specifying Heterogeneity," Economics Working Paper Archive 525, The Johns Hopkins University,Department of Economics.
  22. Ayala, Luis & Rodriguez, Magdalena, 2007. "Barriers to employment and welfare dynamics: Evidence from Spain," Journal of Policy Modeling, Elsevier, vol. 29(2), pages 237-257.
  23. B. Dormont & D. Fougère & A. Prieto, 2001. "L'effet de l'allocation unique dégressive sur la reprise d'emploi," THEMA Working Papers 2001-05, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  24. Bhattacharjee, Arnab, 2004. "A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models," MPRA Paper 3937, University Library of Munich, Germany.
  25. Whited, Toni M., 2006. "External finance constraints and the intertemporal pattern of intermittent investment," Journal of Financial Economics, Elsevier, vol. 81(3), pages 467-502, September.
  26. Abbring, J.H. & van den Berg, G. & van Ours, J.C., 2002. "The anatomy of unemployment dynamics," Other publications TiSEM 539d10a7-be00-4a8e-9c9c-9, Tilburg University, School of Economics and Management.
  27. repec:wyi:journl:002122 is not listed on IDEAS
  28. Jeremy T. Fox & Kyoo il Kim, 2011. "A Simple Nonparametric Approach to Estimating the Distribution of Random Coefficients in Structural Models," NBER Working Papers 17283, National Bureau of Economic Research, Inc.
  29. Carine Milcent, 2005. "Hospital ownership, reimbursement systems and mortality rates," Health Economics, John Wiley & Sons, Ltd., vol. 14(11), pages 1151-1168.
  30. 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.
  31. Horowitz, Joel L., 2004. "Semiparametric models," Papers 2004,17, Humboldt-Universität Berlin, Center for Applied Statistics and Economics (CASE).
  32. Lau, John W., 2006. "Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring," Statistics & Probability Letters, Elsevier, vol. 76(7), pages 719-728, April.
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