Showing 1 - 10 of 2,205
The purpose of this study is to investigate the effect of time- aggregation in discrete and continuous-time hazard models. A Monte Carlo study is conducted in which data are generated according to underlying continuous and discrete-time processes, which data are aggregated into daily, weekly and...
Persistent link: https://www.econbiz.de/10005522985
This research develops semiparametric kernel-based estimators of state-specific conditional transition intensitiesm, hs (y|x), for duration models with right-censoring and/or multiple destinations (competing risks). Both discrete and continous duration data are considered. The maintained...
Persistent link: https://www.econbiz.de/10005543524
Many widely used models, including proportional hazards models with un- observed heterogeneity, can be written in the form (Y ) = min[ 0 X + U; C], where is an unknown increasing function, the error term U has unknown distribution function and is independent of X, C is a random censoring...
Persistent link: https://www.econbiz.de/10005478624
This paper proposes a semiparametric proportional hazard model for bivariate duration data in the analysis of two-component systems. Examples include the two infection times of the left and the right kidneys of patients and the two retirement times of married couples. As a generalization of the...
Persistent link: https://www.econbiz.de/10005487183
The purpose of this study is to investigate the effect of time-aggregation in discrete and contunous-time hazard models. A Monte Carlo study is conducted in which data are generated according to underlying contunous and discrete-time processes, which data are aggregated into daily, weekly and...
Persistent link: https://www.econbiz.de/10005474994
Endogenous sampling with matching (also called gmixed samplingh) occurs when the statistician samples from the non-right- censored subset at a predetermined proportion and matches on one or more exogenous variables when sampling from the right-censored subset. This is widely applied in the...
Persistent link: https://www.econbiz.de/10004975783
Este documento analiza la relación que existe entre el trabajo no remunerado y la duración del desempleo desde una perspectiva de género, teniendo en cuenta que las mujeres tienen mayor participación y realizan más actividades de cuidado y trabajo doméstico no remunerado con respecto a los...
Persistent link: https://www.econbiz.de/10011196478
This paper examines whether there exists obstacles hindering women's ascension in the largest firms of the Brazilian manufacturing industry. In particular, we check whether gender matters in the time it takes to get a promotion to a managerial position. Once we control for covariate-dependent...
Persistent link: https://www.econbiz.de/10010762712
This paper tries to identify, for the first time, a chronology for the Portuguese stock market cycle and test for the presence of duration dependence in bull and bear markets. A duration-dependent Markov-switching model is estimated over monthly growth rates of the Portuguese stock index for the...
Persistent link: https://www.econbiz.de/10010903581
This paper applies duration and competing risk models to individual-level data on unemployment spells from the 1993-2003 labour force surveys in Italy. We aim to assess whether labour market intervention and regulations introduced in the nineties acted in the expected direction, that is reducing...
Persistent link: https://www.econbiz.de/10010786753