Showing 1 - 10 of 21
Quantile regression methods are emerging as a popular technique in econometrics and biometrics for exploring the distribution of duration data. This paper discusses quantile regression for duration analysis allowing for a flexible specification of the functional relationship and of the error...
Persistent link: https://www.econbiz.de/10010297477
This paper analyses the duration of child poverty in Germany. In our sample, we observe the entire income history from the individuals' birth to their coming of age at age 18. Therefor we are able to analyze dynamics in and out of poverty for the entire population of children, wether they become...
Persistent link: https://www.econbiz.de/10010298189
A competing risks model is a model for multiple durations that start at the same point of time for a given subject, where the subject is observed until the first duration is completed and one also observes which of the durations is completed first. This article gives an overview of the main...
Persistent link: https://www.econbiz.de/10010317935
The recent literature on the duration of trade has predominantly analyzed the determinants of trade flow durations using Cox proportional hazards models. The purpose of this paper is to show why it is inappropriate to analyze the duration of trade with continuous-time models such as the Cox...
Persistent link: https://www.econbiz.de/10010320319
Shared-frailty survival models specify that systematic unobserved determinants of duration outcomes are identical within groups of individuals. We consider random-effects likelihood-based statistical inference if the duration data are subject to left-truncation. Such inference with...
Persistent link: https://www.econbiz.de/10010321161
Shared-frailty survival models specify that systematic unobserved determinants of duration outcomes are identical within groups of individuals. We consider random-effects likelihood-based statistical inference if the duration data are subject to left-truncation. Such inference with...
Persistent link: https://www.econbiz.de/10010282612
We conduct extensive Monte Carlo experiments on non-parametric estimations of duration models with unknown duration dependence and unknown mixing distribution for unobserved heterogeneity. We propose a full non-parametric maximum likelihood approach, based on time-varying lagged explanatory...
Persistent link: https://www.econbiz.de/10010284357
Bivariate duration data frequently arise in economics, biostatistics and other areas. In "bivariate frailty models", dependence between the frailties (i.e., unobserved determinants) induces dependence between the durations. Using notions of quadrant dependence, we study restrictions that this...
Persistent link: https://www.econbiz.de/10010339585
Shared-frailty survival models specify that systematic unobserved determinants of duration outcomes are identical within groups of individuals. We consider random-effects likelihood-based statistical inference if the duration data are subject to left-truncation. Such inference with...
Persistent link: https://www.econbiz.de/10011489912
This paper examines the role of education and family background on age at marriage, age at first birth, and age at labor market entry for young women in Senegal using a rich individual-level survey conducted in 2003. We use a multiple-equation framework that allows us to account for the...
Persistent link: https://www.econbiz.de/10010488150