A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data

DOI10.2307/1911491zbMath0547.62077OpenAlexW2004877180MaRDI QIDQ3339149

No author found.

Publication date: 1984

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/50f8c55a61251b09450a231273f8bbc0fc685206

zbMATH Keywords

computational algorithmduration modelsunobservablesproportional hazard modelsconsistent nonparametric likelihood estimatorsensitivity of parameter estimates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Statistical methods; economic indices and measures (91B82) Probabilistic methods, stochastic differential equations (65C99)

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