Nonparametric control for residual heterogeneity in modelling recurrent behaviour

DOI10.1016/0167-9473(93)90110-FMaRDI QIDQ1361583zbMATHOpenAlexFDO

Authors Richard B. Davies

Publication date 31 August 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(93)90110-f

zbMATH Keywords

panel datainitial conditionstemporal dependenceomitted variablesintegrated log-likelihoodnon-central moments

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• scientific article; zbMATH DE number 3797032 (Why is no real title available?)
• scientific article; zbMATH DE number 3325347 (Why is no real title available?)
• scientific article; zbMATH DE number 3073503 (Why is no real title available?)
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• A moments approach for omitted variables in residential histories and other panel data
• Algorithm AS 221: Maximum Likelihood Estimation of a Mixing Distribution
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Consistent Estimates Based on Partially Consistent Observations
• Extra-Binomial Variation in Logistic Linear Models
• Maximum likelihood estimation of a compound Poisson process
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• Quasi-Newton Methods for Unconstrained Optimization
• The Analysis of Re-Employment Probabilities for the Unemployed
• The Estimation of Models of Labour Market Behaviour
• The geometry of mixture likelihoods, part II: The exponential family
• The geometry of mixture likelihoods: A general theory

Cited in

(5)

• Vertex Exchange Method for non-parametric estimation of mixing distributions in logistic mixed models
• A review of semiparametric mixture models
• Semiparametric mixture models for multivariate count data, with application
• Nonparametric hazard versus nonparametric frailty distribution in modelling recurrence of breast cancer
• Semiparametric modelling of spatial binary observations

Describes a project that uses

Uses Software

• NAG
• AS 221

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