Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity

DOI10.1111/1468-0262.00068MaRDI QIDQ4530953zbMATH OpenOpenAlexFDO

Authors Joel Horowitz

Publication date 28 May 2002

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1468-0262.00068

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02) Applications of statistics to economics (62P20)

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(34)

• Estimation in proportional hazard and log-linear models
• Semiparametric proportional hazards estimation of competing risks models with time-varying covariates
• Multiple spells in the Prentice-Gloeckler-Meyer likelihood with unobserved heterogeneity
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• Weighted Lindley frailty model: estimation and application to lung cancer data
• Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
• A semiparametric bivariate probit model for joint modeling of outcomes in STEMI patients
• A causal proportional hazards estimator under homogeneous or heterogeneous selection in an IV setting
• Nonparametric identification and estimation of transformation models
• Heterogeneity and selection in dynamic panel data
• Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring
• Estimating a semi-parametric duration model without specifying heterogeneity
• Semiparametric estimation of a panel data proportional hazards model with fixed effects
• Irregular identification of structural models with nonparametric unobserved heterogeneity
• Kernel estimation of hazard functions when observations have dependent and common covariates
• A simple GMM estimator for the semiparametric mixed proportional hazard model
• Efficient semiparametric estimation of duration models with unobserved heterogeneity
• Semi-parametric accelerated hazard relational models with applications to mortality projections
• Gamma unobserved heterogeneity and duration bias
• SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS
• Maximum penalized likelihood estimation of mixed proportional hazard models
• AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS
• A multiplex interdependent durations model
• Estimating the derivative function and counterfactuals in duration models with heterogeneity
• Semi-parametric Bayesian analysis of the proportional hazard rate model an application to the effect of training programs on graduate unemployment
• scientific article; zbMATH DE number 5586091 (Why is no real title available?)
• Bayesian Proportional Hazard Analysis of the Timing of High School Dropout Decisions
• Semiparametric estimation of single‐index hazard functions without proportional hazards
• TESTING A PARAMETRIC TRANSFORMATION MODEL VERSUS A NONPARAMETRIC ALTERNATIVE
• Semiparametric efficiency bounds and efficient estimation of discrete duration models with unspecified hazard rate
• Linear fixed-effects estimation with nonrepeated outcomes
• Partial orders with respect to continuous covariates and tests for the proportional hazards model
• The ET interview: Professor Joel L. Horowitz
• Testing for unobserved heterogeneity in exponential and Weibull duration models

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