Semiparametric efficiency bounds and efficient estimation of discrete duration models with unspecified hazard rate
DOI10.1080/07474938.2014.966637zbMATH Open1491.62254OpenAlexW2067279898MaRDI QIDQ5864372FDOQ5864372
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
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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)
Cites Work
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- Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity
- The Singularity of the Information Matrix of the Mixed Proportional Hazard Model
- On a semiparametric survival model with flexible covariate effect
- Efficient semiparametric estimation of duration models with unobserved heterogeneity
- Labour market transitions and retirement of men in the UK
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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