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A simple GMM estimator for the semiparametric Mixed Proportional Hazard Model

Bijwaard, Govert; Ridder, Geert; Woutersen, Tiemen - In: Journal of econometric methods 2 (2013) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10009784221

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

The singularity of the efficiency bound of the mixed proportional hazard model

Ridder, Geert (contributor); Woutersen, Tiemen (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001642544

The singularity of the information matrix of the mixed proportional hazard model

Ridder, Geert (contributor); Woutersen, Tiemen (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001714107

The singularity of the information matrix of the mixed proportional hazard model

Ridder, Geert; Woutersen, Tiemen - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 5, pp. 1579-1589

Persistent link: https://www.econbiz.de/10001794498

Estimating a semi-parametric duration model without specifying heterogeneity

Hausman, Jerry A.; Woutersen, Tiemen - 2013 - Rev.

Persistent link: https://www.econbiz.de/10009736282

Simple GMM estimator for the semiparametric mixed proportional hazard model

Bijwaard, Govert; Ridder, Geert; Woutersen, Tiemen - 2013

Persistent link: https://www.econbiz.de/10009736288

Identification in nonseparable models with measurement errors and endogeneity

Hu, Yingyao; Shiu, Ji-Liang; Woutersen, Tiemen - In: Economics letters 144 (2016), pp. 33-36

Persistent link: https://www.econbiz.de/10011617174

The Singularity of the Efficiency Bound of the Mixed Proportional Hazard Model

Ridder, Geert; Woutersen, Tiemen - 2013

We reconsider the efficiency bound for the semi-parametric Mixed Proportional Hazard (MPH) model with parametric baseline hazard and regression function, but unspecified distribution of multiplicative unobserved heterogeneity. We show that the efficient score has a singular distribution if and...

Persistent link: https://www.econbiz.de/10014123280