Nonparametric identification of the mixed hazards model with time-varying covariates

DOI10.1017/S0266466607070144zbMATH Open1237.62061MaRDI QIDQ2886946FDOQ2886946

Authors: Christian N. Brinch 

Publication date: 14 May 2012

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

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Mathematics Subject Classification ID

Nonparametric inference (62G99)

Cites Work

• Econometric duration analysis
• The Analysis of Re-Employment Probabilities for the Unemployed
• The Identifiability of the Proportional Hazard Model
• Econometric Methods for the Duration of Unemployment
• Identification Results for Duration Models with Multiple Spells
• The Non-Parametric Identification of Generalized Accelerated Failure-Time Models
• True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model
• On Muntz' Theorem and Completely Monotone Functions

Cited In (9)

• The Singularity of the Information Matrix of the Mixed Proportional Hazard Model
• Time and causality: a Monte Carlo assessment of the timing-of-events approach
• Lagged duration dependence in mixed proportional hazard models
• Nonparametric identification of the mixed hazard model using martingale-based moments
• Non-parametric identification of the mixed proportional hazards model with interval-censored durations
• Estimating a semi-parametric duration model without specifying heterogeneity
• Mixed hitting-time models
• Regular variation and the identification of generalized accelerated failure-time models
• The (mis)specification of discrete duration models with unobserved heterogeneity: a Monte Carlo study

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