Nonparametric control for residual heterogeneity in modelling recurrent behaviour

DOI10.1016/0167-9473(93)90110-FzbMATH Open0937.62540OpenAlexW1987896134MaRDI QIDQ1361583FDOQ1361583

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

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zbMATH Keywords

panel datainitial conditionstemporal dependenceomitted variablesintegrated log-likelihoodnon-central moments

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Algorithm AS 221: Maximum Likelihood Estimation of a Mixing Distribution
• Title not available (Why is that?)
• Consistent Estimates Based on Partially Consistent Observations
• The geometry of mixture likelihoods: A general theory
• Extra-Binomial Variation in Logistic Linear Models
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Analysis of Re-Employment Probabilities for the Unemployed
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• The geometry of mixture likelihoods, part II: The exponential family
• Maximum likelihood estimation of a compound Poisson process
• Quasi-Newton Methods for Unconstrained Optimization
• The Estimation of Models of Labour Market Behaviour
• A moments approach for omitted variables in residential histories and other panel data
• Title not available (Why is that?)

Cited In (5)

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

Uses Software

• NAG
• AS 221

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