A simple GMM estimator for the semiparametric mixed proportional hazard model
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Publication:2870570
DOI10.1515/JEM-2012-0005zbMATH Open1279.62075OpenAlexW2147275779MaRDI QIDQ2870570FDOQ2870570
Authors: Govert E. Bijwaard, Tiemen Woutersen, Geert Ridder
Publication date: 21 January 2014
Published in: Journal of Econometric Methods (Search for Journal in Brave)
Full work available at URL: https://pure.knaw.nl/portal/en/publications/685e0885-0826-4278-9721-758980d62194
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Cited In (9)
- Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring
- Asymptotic properties and empirical evaluation of the NPMLE in the proportional hazards mixed-effects model
- A general semiparametric approach to inference with marker-dependent hazard rate models
- Kernel estimation of hazard functions when observations have dependent and common covariates
- Inference in mixed proportional hazard models with \(K\) random effects
- A new estimator of the self-similarity exponent through the empirical likelihood ratio test
- Estimating a semi-parametric duration model without specifying heterogeneity
- The Efficiency Bound of the Mixed Proportional Hazard Model
- Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity
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