Simple Estimation of a Duration Model with Unobserved Heterogeneity

DOI10.2307/2938211zbMath0727.62111OpenAlexW2071377493MaRDI QIDQ3349842

Bo E. Honoré

Publication date: 1990

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2938211

zbMATH Keywords

order statisticsasymptotic distributionasymptotic varianceconsistent estimatorunobserved heterogeneityshape parameterWeibull duration modelfinite sample distributionlog-logistic model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Related Items (13)

EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY ⋮ Kernel estimation of hazard functions when observations have dependent and common covariates ⋮ Identifiability and rates of estimation for scale parameters in location mixture models ⋮ Uniform rates of estimation in the semiparametric Weibull mixture model ⋮ Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity ⋮ Constructive identification of the mixed proportional hazards model ⋮ Sieve \(M\) inference on irregular parameters ⋮ Frailty, Profile Likelihood, and Medfly Mortality ⋮ Estimating a semi-parametric duration model without specifying heterogeneity ⋮ Testing for unobserved heterogeneity in exponential and Weibull duration models ⋮ Exponential posterior consistency via generalized Pólya urn schemes in finite semiparametric mixtures ⋮ TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE ⋮ Heterogeneity and selection in dynamic panel data

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