The paper proposes two estimation approaches for duration models that are subject to right censored observations and …

The paper proposes two estimation approaches for duration models that are subject to right censored observations and …

The paper proposes two estimation approaches for duration models that are subject to right censored observations and …

model we exploit the link between the Asymmetric Laplace Distribution and maximum likelihood estimation for quantile …-variance relationship. Mean Squared Error estimation is discussed. Extensive model-based simulations are used for comparing the proposed …