A Monte Carlo study of time aggregation in continuous-time and discrete-time parametric hazard models

DOI10.1016/S0165-1765(97)00265-6MaRDI QIDQ1129149zbMATH OpenOpenAlexFDO

Authors Frenkel ter Hofstede, Michel Wedel

Publication date 13 August 1998

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(97)00265-6

zbMATH Keywords

continuous-timediscrete-timeMonte Carlo simulationproportional hazard modeltime aggregation

Mathematics Subject Classification ID

Economic growth models (91B62)

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Cites work

• Fitting Parametric Counting Processes by Using Log-Linear Models
• scientific article; zbMATH DE number 47310 (Why is no real title available?)
• scientific article; zbMATH DE number 48304 (Why is no real title available?)
• Semiparametric proportional hazards estimation of competing risks models with time-varying covariates

Cited in

(3)

• Time-aggregation effects on the baseline of continuous-time and discrete-time hazard models
• Diagnostic analysis and computational strategies for estimating discrete time duration models -- a Monte Carlo study
• Robust inference in discrete hazard models for randomized clinical trials

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