Mixed hitting-time models
From MaRDI portal
Publication:2859072
DOI10.3982/ECTA7312zbMATH Open1274.91335OpenAlexW3090293382MaRDI QIDQ2859072FDOQ2859072
Authors: Jaap H. Abbring
Publication date: 6 November 2013
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta7312
Recommendations
- Non-parametric identification of the mixed proportional hazards model with interval-censored durations
- Lagged duration dependence in mixed proportional hazard models
- Mixture models in econometric duration analysis
- Nonparametric identification of the mixed hazards model with time-varying covariates
- A duration model with unobserved heterogeneity as a mixture of Dirichlet processes
Processes with independent increments; Lévy processes (60G51) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic models in economics (91B70) Heterogeneous agent models (91B69)
Cited In (13)
- The likelihood of mixed hitting times
- Survival energy models for mortality prediction and future prospects
- The increasingly mixed proportional hazard model: An application to socioeconomic status, health shocks, and mortality
- Overview: Implementation of structural dynamic models: methodology and applications
- Realized volatility when sampling times are possibly endogenous
- Treatment effects: a Bayesian perspective
- A multiplex interdependent durations model
- Heterogeneity and selection in dynamic panel data
- The dynamic mixed hitting-time model for multiple transaction prices and times
- Modeling lifetimes by a stochastic process hitting a critical point
- Regular variation and the identification of generalized accelerated failure-time models
- Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
- Why does a human die? A structural approach to cohort-wise mortality prediction under survival energy hypothesis
This page was built for publication: Mixed hitting-time models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2859072)