Mixture models in econometric duration analysis

DOI10.1002/ASMB.489MaRDI QIDQ4827956zbMATH OpenOpenAlexFDO

Authors Karl Mosler

Publication date 24 November 2004

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asmb.489

zbMATH Keywords

EM algorithmestimationfrailty modelsgoodness-of-fit testsMCMC proceduremixed proportional hazard modelsmixtures of distributionsproportional hazard models with unobservablesspecification tests

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20) Applications of statistics to social sciences (62P25) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• Analysis of multivariate survival data
• Finite mixture models
• scientific article; zbMATH DE number 48304 (Why is no real title available?)
• Nonparametric estimation of partial transition probabilities in multiple decrement models
• Semiparametric methods in econometrics
• Statistical models based on counting processes
• Survival analysis with long-term survivors
• Survival analysis. Techniques for censored and truncated data
• The choice of a mixing distribution in duration models

Cited in

(14)

• The choice of a mixing distribution in duration models
• Specification analysis in mixed hazard models and a test of crossing survival functions
• Mixing properties of the dynamic Tobit model with mixing errors
• Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring
• Mixed hitting-time models
• A mixture model for the analysis of long-term unemployment
• Use of a mixture model for the analysis of contraceptive-use duration among long-term users
• A note on the estimation of mixture models under endogenous sampling
• Mixed proportional hazard models with continuous finite mixture unobserved heterogeneity: an application to Canadian firm survival
• Modeling Heterogeneity in Healthcare Utilization Using Massive Medical Claims Data
• Joint modeling of correlated time durations and their marks using a Weibull-Poisson marked point process mixture models
• The increasingly mixed proportional hazard model: An application to socioeconomic status, health shocks, and mortality
• Exploring the Equivalence of Two Common Mixture Models for Duration Data
• Maximum likelihood estimation of finite mixture model for economic data

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