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subject:"Duration"
~isPartOf:"Journal of econometrics"
~isPartOf:"The econometrics journal"
~isPartOf:"ZEW discussion papers"
~subject:"Statistische Bestandsanalyse"
~subject:"event history analysis"
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Search: subject_exact:"Statistische Bestandsanalyse"
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Duration
Statistische Bestandsanalyse
event history analysis
Duration analysis
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ECONIS (ZBW)
28
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1
Two-step estimation of censored quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1310-1336
Persistent link: https://www.econbiz.de/10014471378
Saved in:
2
Distribution regression in duration analysis : an application to unemployment spells
Delgado, Miguel A.
;
García, Andrés
;
Sant'Anna, Pedro H. C.
- In:
The econometrics journal
25
(
2022
)
3
,
pp. 675-698
Persistent link: https://www.econbiz.de/10013399857
Saved in:
3
Estimation of dynamic models of recurrent events with censored data
Lee, Sanghyeok
;
Gørgens, Tue
- In:
The econometrics journal
24
(
2021
)
2
,
pp. 199-224
Persistent link: https://www.econbiz.de/10012594987
Saved in:
4
A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den
;
Janys, Lena
;
Mammen, Enno
; …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012618795
Saved in:
5
The likelihood of mixed hitting times
Abbring, Jaap H.
;
Salimans, Tim
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 361-375
Persistent link: https://www.econbiz.de/10012619975
Saved in:
6
Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
Botosaru, Irene
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 112-139
Persistent link: https://www.econbiz.de/10012482741
Saved in:
7
Quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012302489
Saved in:
8
Bounds on treatment effects on transitions
Vikström, Johan
;
Ridder, Geert
;
Weidner, Martin
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 448-469
Persistent link: https://www.econbiz.de/10012110318
Saved in:
9
A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous
Ikeda, Shin S.
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 203-214
Persistent link: https://www.econbiz.de/10011704791
Saved in:
10
Estimating a semi-parametric duration model without specifying heterogeneity
Hausman, Jerry A.
;
Woutersen, Tiemen
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10010255456
Saved in:
1
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