Semiparametric estimation of a panel data proportional hazards model with fixed effects

DOI10.1016/S0304-4076(03)00203-3zbMath1337.62315OpenAlexW2139598131MaRDI QIDQ269238

Joel L. Horowitz, Sokbae Lee

Publication date: 18 April 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(03)00203-3

zbMATH Keywords

semiparametric estimationpanel dataduration analysis

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02) Reliability and life testing (62N05)

Related Items (12)

Partial rank estimation of duration models with general forms of censoring ⋮ Kernel estimation of hazard functions when observations have dependent and common covariates ⋮ NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS ⋮ Linear fixed-effects estimation with nonrepeated outcomes ⋮ A nested copula duration model for competing risks with multiple spells ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ Block empirical likelihood for partially linear panel data models with fixed effects ⋮ Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects ⋮ Estimating a semi-parametric duration model without specifying heterogeneity ⋮ Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring ⋮ ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA ⋮ ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS

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