Mixture models in econometric duration analysis

DOI10.1002/asmb.489zbMath1050.62114MaRDI QIDQ4827956

Karl C. Mosler

Publication date: 24 November 2004

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.489

zbMATH Keywords

estimation; EM algorithm; goodness-of-fit tests; specification tests; mixtures of distributions; frailty models; mixed proportional hazard models; MCMC procedure; proportional hazard models with unobservables

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G10: Nonparametric hypothesis testing

62G05: Nonparametric estimation

62P25: Applications of statistics to social sciences

65C05: Monte Carlo methods

65C40: Numerical analysis or methods applied to Markov chains

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Cites Work

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