Association measures for durations in bivariate hazard rate models

DOI10.1016/S0304-4076(97)00021-3zbMath0877.62096MaRDI QIDQ1362479

Gerard. J. van den Berg

Publication date: 12 August 1997

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

zbMATH Keywords

correlationKendall's tauduration modelscompeting risksbivariate duration models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (5)

Durations in Panel Data Subject to Attrition: A Note on Estimation in the Case of a Stock Sample1 ⋮ Inference on an extended Roy model, with an application to schooling decisions in France ⋮ Bivariate generalized cumulative residual entropy ⋮ On the inclusion of bivariate marked point processes in graphical models ⋮ Using copulas to model repeat purchase behaviour - an exploratory analysis via a case study

Cites Work

• New methods for analyzing structural models of labor force dynamics
• Ordinal Measures of Association
• The Relationship Between Wages and Income and the Timing and Spacing of Births: Evidence from Swedish Longitudinal Data
• Properties of Conditionally Independent Generalized Gamma Distributions
• A Test of the Equality of Survival Distributions Based on Paired Observations from Conditionally Independent Exponential Distributions
• The identifiability of the competing risks model
• Bivariate Survival Models Induced by Frailties
• Identification Results for Duration Models with Multiple Spells
• Evaluating the Impact of French Employment Policies on Individual Labour Market Histories
• A Multivariate Survival Distribution Generated by an Inverse Gaussian Mixture of Exponentials
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