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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(31)

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

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