Analysis of a continuous-time proportional hazard model using discrete duration data

DOI10.1080/07474939508800322MaRDI QIDQ4853101zbMATH OpenOpenAlexFDO

Authors Keunkwan Ryu

Publication date 3 December 1995

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474939508800322

zbMATH Keywords

approximation procedureasymptotic biascorrect maximum likelihood estimatordiscrete durationefficiencygrouped durationmonotonicity of Fisher informationpartial maximum likelihoodproportional hazard modelquasi maximum likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)

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Cites work

• Group Duration Analysis of the Proportional Hazard Model: Minimum Chi-Squared Estimators and Specification Tests
• On the Treatment of Grouped Observations in Life Studies
• Partial likelihood
• Regression Analysis of Grouped Survival Data with Application to Breast Cancer Data

Cited in

(11)

• A Monte Carlo study of time aggregation in continuous-time and discrete-time parametric hazard models
• Time-aggregation effects on the baseline of continuous-time and discrete-time hazard models
• When is a proportional hazards model valid for both stock and flow sampled duration data?
• Structural duration analysis of management data
• Discrete time duration models with group-level heterogeneity
• scientific article; zbMATH DE number 3976180 (Why is no real title available?)
• scientific article; zbMATH DE number 4100467 (Why is no real title available?)
• Discrete Duration Model Having Autoregressive Random Effects with Application to Japanese Diffusion Index
• Accounting for censoring in duration data: An application to estimating the effect of legal reforms on the duration of medical malpractice disputes
• Analysis of the Proportional Hazards Model With Sparse Longitudinal Covariates
• Econometric duration analysis

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