Econometric duration analysis

DOI10.1016/0304-4076(84)90075-7zbMath0531.62099OpenAlexW2017750277MaRDI QIDQ788453

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

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

Related Items

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

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