کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5096174 1376508 2014 54 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Estimating a semi-parametric duration model without specifying heterogeneity
ترجمه فارسی عنوان
برآورد یک مدل زمان نیمه پارامتری بدون تعیین ناهمگونی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی
This paper presents a new estimator for the mixed proportional hazard model that allows for a nonparametric baseline hazard and time-varying regressors. In particular, this paper allows for discrete measurement of the durations as happens often in practice. The integrated baseline hazard and all parameters are estimated at the regular rate, N, where N is the number of individuals. A hazard model is a natural framework for time-varying regressors. In particular, if a flow or a transition probability depends on a regressor that changes with time, a hazard model avoids the curse of dimensionality that would arise from interacting the regressors at each point in time with one another. This paper also presents a new test to detect unobserved heterogeneity.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 178, Part 1, January 2014, Pages 114-131
نویسندگان
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