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~institution:"Tinbergen Instituut"
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Lévy process
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duration analysis
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hitting time
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identifiability
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mixture
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Abbring, Jaap H.
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Tinbergen Instituut
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Centre Emile Bernheim, Solvay Brussels School of Economics and Management
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Tilburg University, Center for Economic Research
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Mixed
Hitting-Time
Models
Abbring, Jaap H.
-
Tinbergen Instituut
We study a mixed
hitting-time
(MHT) model that specifies durations as the first time a Lévy process— a continuous …
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