Narrow search
Showing 1 - 10 of 18,257
Cover Image
A nonparametric method for predicting survival probabilities
Klaauw, Bas van der; Vriend, Sandra - 2015
the program. The literature uses linear probability models and (Cox) proportional hazard models to predict duration … outcomes. These either focus on one threshold duration or impose proportionality. In this paper we propose a nonparametric …
Persistent link: https://www.econbiz.de/10011391532
Cover Image
On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations
Feng, Yuanhua; Forstinger, Sarah; Peitz, Christian - 2013
Persistent link: https://www.econbiz.de/10010194478
Cover Image
Estimating a semi-parametric duration model without specifying heterogeneity
Hausman, Jerry A.; Woutersen, Tiemen - 2013 - Rev.
Persistent link: https://www.econbiz.de/10009736282
Cover Image
Nonparametric identification in nonseparable duration models with unobserved heterogeneity
Bonev, Petyo - 2020
Persistent link: https://www.econbiz.de/10012239641
Cover Image
Partial identification and inference in duration models with endogenous censoring
Sakaguchi, Shosei - 2020
duration models, such as the accelerated failure time model, proportional hazard model, and mixed proportional hazard model …, can be viewed as transformation models. I allow the censoring of duration outcome to be arbitrarily correlated with …
Persistent link: https://www.econbiz.de/10012165377
Cover Image
Partial Identification and Inference in Duration Models with Endogenous Censoring
Sakaguchi, Shosei - 2019
duration models, such as the accelerated failure time model, proportional hazard model, and mixed proportional hazard model …, can be viewed as transformation models. I allow the censoring of duration outcome to be arbitrarily correlated with …
Persistent link: https://www.econbiz.de/10012864059
Cover Image
An Alternative Nonparametric Specification Test in Autoregressive Conditional Duration Models
Saart, Patrick; Gao, Jiti - 2012
Conditional Duration (ACD) class of models. In these models, the error term is normally interpreted as the standardized duration … the financial duration in question.This paper illustrates that the testing procedure developed is applicable to various …
Persistent link: https://www.econbiz.de/10014166683
Cover Image
On nonparametric identification of treatment effects in duration models
Johansson, Per-Olov; Lee, Myoung-jae - 2016
effect of a timing-chosen treatment on an event duration of interest does not hold. The main problem is that the … Statistical Society, Series B) that requires independence between the waiting duration until treatment and the event duration, but …
Persistent link: https://www.econbiz.de/10011543606
Cover Image
Disincentive effects of unemployment insurance benefits : maximum benefit duration versus benefit level
Lauringson, Anne - 2010
Persistent link: https://www.econbiz.de/10008840415
Cover Image
The non-parametric identification of the mixed proportional hazards competing risks model
Abbring, Jaap H.; Berg, Gerard J. van den - 2000
We prove identification of dependent competing risks models in which each risk has a mixed proportional hazard specification with regressors, and the risks are dependent by way of the unobserved heterogeneity, or frailty, components. We show that the conditions for non-parametric identification...
Persistent link: https://www.econbiz.de/10011303866