Identification Results for Duration Models with Multiple Spells
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Publication:4033910
DOI10.2307/2297821zbMath0766.62064OpenAlexW2082495975MaRDI QIDQ4033910
Publication date: 16 May 1993
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/a0e43b6a05607d2576cef3428edf76d2d4f41552
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Semiparametric estimation of a panel data proportional hazards model with fixed effects ⋮ NONPARAMETRIC IDENTIFICATION OF THE MIXED HAZARDS MODEL WITH TIME-VARYING COVARIATES ⋮ Partial rank estimation of duration models with general forms of censoring ⋮ Kernel estimation of hazard functions when observations have dependent and common covariates ⋮ Association measures for durations in bivariate hazard rate models ⋮ 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 ⋮ On proportional reversed hazards frailty models ⋮ Lagged duration dependence in mixed proportional hazard models ⋮ Durations in Panel Data Subject to Attrition: A Note on Estimation in the Case of a Stock Sample1 ⋮ A new model for interdependent durations ⋮ Identification of lagged duration dependence in multiple-spell competing risks models ⋮ Combining micro and macro unemployment duration data ⋮ Estimating a semi-parametric duration model without specifying heterogeneity ⋮ Heterogeneity and Unemployment Dynamics ⋮ Leapfrog estimation of a fixed-effects model with unknown transformation of the dependent variable ⋮ Study of the bivariate survival data using frailty models based on Lévy processes ⋮ A bivariate duration model for job mobility of two-earner households ⋮ The non-parametric identification of lagged duration dependence.
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