کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5097527 1376594 2007 30 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Partial rank estimation of duration models with general forms of censoring
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Partial rank estimation of duration models with general forms of censoring
چکیده انگلیسی
In this paper we propose estimators for the regression coefficients in censored duration models which are distribution free, impose no parametric specification on the baseline hazard function, and can accommodate general forms of censoring. The estimators are shown to have desirable asymptotic properties and Monte Carlo simulations demonstrate good finite sample performance. Among the data features the new estimators can accommodate are covariate-dependent censoring, double censoring, and fixed (individual or group specific) effects. We also examine the behavior of the estimator in an empirical illustration.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 136, Issue 1, January 2007, Pages 251-280
نویسندگان
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