Semiparametric efficiency bounds and efficient estimation of discrete duration models with unspecified hazard rate

DOI10.1080/07474938.2014.966637MaRDI QIDQ5864372zbMATH OpenOpenAlexFDO

Authors Sadat Reza, Paul Rilstone

Publication date 7 June 2022

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938.2014.966637

zbMATH Keywords

nonparametricidiosyncratic errorsindividual-specific/time-invariant errorssequential binary choice

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02) Applications of statistics to economics (62P20)

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Cites work

• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• A Smoothed Maximum Score Estimator for the Binary Response Model
• An Efficient Semiparametric Estimator for Binary Response Models
• Asymptotic efficiency in semi-parametric models with censoring
• Duration dependence and nonparametric heterogeneity: A Monte Carlo study
• Efficiency Bounds for Distribution-Free Estimators of the Binary Choice and the Censored Regression Models
• Efficient maximum likelihood estimation in semiparametric mixture models
• Efficient semiparametric estimation of duration models with unobserved heterogeneity
• How Changes in Financial Incentives Affect the Duration of Unemployment
• Labour market transitions and retirement of men in the UK
• Maximum score estimation of the stochastic utility model of choice
• On a semiparametric survival model with flexible covariate effect
• Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity
• Semiparametric efficiency bounds
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
• Some efficiency bounds for semiparametric discrete choice models
• The Efficiency Bound of the Mixed Proportional Hazard Model
• The Singularity of the Information Matrix of the Mixed Proportional Hazard Model

Cited in

(4)

• Efficient semiparametric estimation of duration models with unobserved heterogeneity
• A general semiparametric approach to inference with marker-dependent hazard rate models
• A simple root-\(N\)-consistent semiparametric estimator for discrete duration models
• The Efficiency Bound of the Mixed Proportional Hazard Model

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