Econometric duration analysis

DOI10.1016/0304-4076(84)90075-7zbMATH Open0531.62099OpenAlexW2017750277MaRDI QIDQ788453FDOQ788453

James J. Heckman, Burton H. Singer

Publication date: 1984

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(84)90075-7

zbMATH Keywords

survival modelscontinuous time duration processes

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Applications of statistics to economics (62P20) Markov renewal processes, semi-Markov processes (60K15)

Cites Work

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• The Lindeberg-Levy Theorem for Martingales
• Consistent Estimates Based on Partially Consistent Observations
• The geometry of mixture likelihoods: A general theory
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Shadow Prices, Market Wages, and Labor Supply
• Nonparametric Maximum Likelihood Estimation of a Mixing Distribution
• New methods for analyzing structural models of labor force dynamics
• The Analysis of Re-Employment Probabilities for the Unemployed
• Tobit models: A survey
• The Identifiability of the Proportional Hazard Model
• A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
• The Estimation of Choice Probabilities from Choice Based Samples
• The geometry of mixture likelihoods, part II: The exponential family
• True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model
• Estimation of the transition distributions of a Markov renewal process
• Aspects of non-stationarity
• Optimal Stopping

Cited In (32)

• Quantile regression under random censoring.
• Analyzing purchase incidence and brand choice by hazard models
• Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring
• A bivariate duration model for job mobility of two-earner households
• Data-transformation approach to lifetimes data analysis: an overview
• Random effects Weibull regression model for occupational lifetime
• A Transformation for the Analysis of Unimodal Hazard Rate Lifetimes Data
• The attrition of volunteers
• THE EFFECTS OF VOCATIONAL REHABILITATION FOR PEOPLE WITH COGNITIVE IMPAIRMENTS
• Non-parametric testing of discrete panel data models
• Semiparametric proportional hazards estimation of competing risks models with time-varying covariates
• Analytically calibrated Box--Cox percentile limits for duration and event-time models
• A likelihood ratio test for stationarity of rating transitions
• Obtaining analytic derivatives for a popular discrete-choice dynamic programming model
• Durations in Panel Data Subject to Attrition: A Note on Estimation in the Case of a Stock Sample1
• A score-test on measurement errors in rating transition times
• Variable selection in discrete survival models including heterogeneity
• Regressionsmodelle für gruppierte Verweildauern und Lebenszeiten
• Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
• Semi- and Non-parametric Bayesian Analysis of Duration Models with Dirichlet Priors: A Survey
• Relatives' risks: Frailty models of life history data
• Nonparametric maximum likelihood estimation for artificially truncated absence data
• Credit portfolios, credibility theory, and dynamic empirical Bayes
• Nonparametric hazard estimation with time-varying discrete covariates
• Review of statistical approaches for modeling high-frequency trading data
• Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
• The (mis)specification of discrete duration models with unobserved heterogeneity: a Monte Carlo study
• Simplified estimation of multivariate duration models with unobserved heterogeneity
• Nonparametric identification of the mixed hazards model with time-varying covariates
• Monetary conditions and banks' behaviour in the Czech Republic
• Heterogeneity and Unemployment Dynamics
• Regression models for positive random variables

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