Discrete time duration models with group-level heterogeneity

DOI10.1016/J.JECONOM.2006.12.003MaRDI QIDQ289194zbMATH OpenOpenAlexFDO

Authors Anders Frederiksen, Bo E. Honoré, Luojia Hu

Publication date 27 May 2016

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

Full work available at URL https://pure.au.dk/ws/files/51923056/FREDERIKSEN_HONORE_HU_JOE_2007.PDF

zbMATH Keywords

panel dataduration modelsdiscrete choice

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Reliability and life testing (62N05) Applications of statistics to economics (62P20)

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Cited in

(11)

• Discrete duration models combining dynamic and random effects
• Estimation of a transformation model with truncation, interval observation and time-varying covariates
• Sufficient statistics for unobserved heterogeneity in structural dynamic logit models
• Lagged duration dependence in mixed proportional hazard models
• Estimating a semi-parametric duration model without specifying heterogeneity
• Kernel estimation of hazard functions when observations have dependent and common covariates
• A note on binary choice duration models
• Discretizing unobserved heterogeneity
• scientific article; zbMATH DE number 4100467 (Why is no real title available?)
• A note on the Tobit model in the presence of a duration variable
• Discrete Duration Model Having Autoregressive Random Effects with Application to Japanese Diffusion Index

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