Mixed hitting-time models
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
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mixtureidentifiability[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+process&go=Go L��vy process]hitting timeduration analysis
Processes with independent increments; Lévy processes (60G51) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic models in economics (91B70) Heterogeneous agent models (91B69)
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- The likelihood of mixed hitting times
- REGULAR VARIATION AND THE IDENTIFICATION OF GENERALIZED ACCELERATED FAILURE-TIME MODELS
- Treatment Effects: A Bayesian Perspective
- A MULTIPLEX INTERDEPENDENT DURATIONS MODEL
- 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
- WHY DOES A HUMAN DIE? A STRUCTURAL APPROACH TO COHORT-WISE MORTALITY PREDICTION UNDER SURVIVAL ENERGY HYPOTHESIS
- Heterogeneity and selection in dynamic panel data
- The dynamic mixed hitting-time model for multiple transaction prices and times
- Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
- REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS
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