A simple root-N-consistent semiparametric estimator for discrete duration models

DOI10.1016/J.SPL.2014.08.017MaRDI QIDQ464489zbMATHOpenAlexFDO

Authors Sadat Reza, Paul Rilstone

Publication date 27 October 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.08.017

zbMATH Keywords

semiparametricempirical processkernel estimatorsingle index modelleast squares estimatordiscrete duration model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Reliability and life testing (62N05)

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Cites work

• An Efficient Semiparametric Estimator for Binary Response Models
• Duration dependence and nonparametric heterogeneity: A Monte Carlo study
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing

Cited in

(3)

• Semiparametric efficiency bounds and efficient estimation of discrete duration models with unspecified hazard rate
• A semi-nonparametric estimator of regression discontinuity design with discrete duration outcomes
• Analysis of a continuous-time proportional hazard model using discrete duration data

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