Nonparametric identification of the mixed hazard model using martingale-based moments

DOI10.1017/S0266466619000033MaRDI QIDQ5221312zbMATH OpenOpenAlexWikidataFDO

Authors Johannes Ruf, James Lewis Wolter

Publication date 25 March 2020

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0266466619000033

zbMATH Keywords

censored datamartingalenonparametric estimation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Density estimation (62G07) Censored data models (62N01)

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Cites work

• A one-dimensional diffusion hits points fast
• Econometric Methods for the Duration of Unemployment
• Estimating a semi-parametric duration model without specifying heterogeneity
• scientific article; zbMATH DE number 1834045 (Why is no real title available?)
• scientific article; zbMATH DE number 3403582 (Why is no real title available?)
• Nonparametric identification of the mixed hazards model with time-varying covariates

Cited in

(3)

• Nonparametric identification of the mixed hazards model with time-varying covariates
• A nonparametric visual test of mixed hazard models
• SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS

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