Efficient semiparametric estimation of duration models with unobserved heterogeneity

DOI10.1017/S0266466607070120zbMATH Open1237.62039MaRDI QIDQ2886944FDOQ2886944

Authors: Peter Bearse, José Canals-Cerdá, Paul Rilstone 

Publication date: 14 May 2012

Published in: Econometric Theory (Search for Journal in Brave)

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• Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity
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• A duration model with unobserved heterogeneity as a mixture of Dirichlet processes

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)

Cites Work

• Duration dependence and nonparametric heterogeneity: A Monte Carlo study
• Efficient maximum likelihood estimation in semiparametric mixture models
• Semiparametric efficiency bounds
• An Efficient Semiparametric Estimator for Binary Response Models
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• Econometric Methods for the Duration of Unemployment
• Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
• The Efficiency Bound of the Mixed Proportional Hazard Model
• Simple Estimation of a Duration Model with Unobserved Heterogeneity
• The Non-Parametric Identification of Generalized Accelerated Failure-Time Models
• True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model
• The Singularity of the Information Matrix of the Mixed Proportional Hazard Model
• On a semiparametric survival model with flexible covariate effect
• Estimating the effect of unemployment insurance compensation on the labor market histories of displaced workers

Cited In (15)

• A general semiparametric approach to inference with marker-dependent hazard rate models
• Semiparametric estimation of a panel data proportional hazards model with fixed effects
• Semiparametric estimation of employment duration models
• Estimation of the stochastic conditional duration model via alternative methods
• A simple root-\(N\)-consistent semiparametric estimator for discrete duration models
• A semiparametric conditional duration model
• Semiparametric competing risks analysis
• Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate
• Estimating a semi-parametric duration model without specifying heterogeneity
• Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
• Simplified estimation of multivariate duration models with unobserved heterogeneity
• Estimation under inequality constraints: semiparametric estimation of conditional duration models
• The Effect of Sample Selection and Initial Conditions in Duration Models: Evidence from Experimental Data on Training
• Generalized duration models and optimal estimation using estimating functions
• Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity

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