Mixed proportional hazard models with continuous finite mixture unobserved heterogeneity: an application to Canadian firm survival

DOI10.1002/asmb.2225zbMath1420.91168MaRDI QIDQ4620186

Kim P. Huynh, Marcel Voia

Publication date: 8 February 2019

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.2225

zbMATH Keywords

EM algorithm; selection; duration models; finite mixtures; firm exit

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

91B38: Production theory, theory of the firm