Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
Year of publication: |
2020
|
---|---|
Authors: | Botosaru, Irene |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 217.2020, 1, p. 112-139
|
Subject: | Duration model | Lévy process | Nonlinear Volterra integral equation of the first kind | Shape restricted estimation | Stochastischer Prozess | Stochastic process | Statistische Bestandsanalyse | Duration analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Dauer | Duration |
-
Chapter 55. Duration Models: Specification, Identification and Multiple Durations
Van Den Berg, Gerard J., (2001)
-
A nonparametric method for predicting survival probabilities
Klaauw, Bas van der, (2015)
-
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Feng, Yuanhua, (2013)
- More ...
-
Binarization for panel models with fixed effects
Botosaru, Irene, (2017)
-
Time-varying linear transformation models with fixed effects and endogeneity for short panels
Botosaru, Irene, (2022)
-
Botosaru, Irene, (2020)
- More ...