The Correlation of Durations in Multivariate Hazard Rate Models
Year of publication: |
1991
|
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Authors: | van den Berg, Gerard J. ; Steerneman, Ton |
Publisher: |
Evanston, IL : Northwestern University, Kellogg School of Management, Center for Mathematical Studies in Economics and Management Science |
Subject: | Multivariate hazard rate models | competing risks | proportional hazards | correlation of nonnegative random variables |
Series: | Discussion Paper ; 960 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/221319 [Handle] RePEc:nwu:cmsems:960 [RePEc] |
Classification: | C41 - Duration Analysis ; C50 - Econometric Modeling. General |
Source: |
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The Correlation of Durations in Multivariate Hazard Rate Models
Berg, Gerard J. van den, (1991)
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Fevang, Elisabeth, (2011)
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Fevang, Elisabeth, (2011)
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The correlation of durations in multivariate hazard rate models
Berg, Gerard J. van den, (1991)
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The correlation of durations in multivariate hazard rate models
Berg, Gerard J. van den, (1992)
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Ebbes, Peter, (2005)
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