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Nonparametric instrumental regression with right censored duration outcomes

Beyhum, Jad; Florens, Jean-Pierre; Van Keilegom, Ingrid - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1034-1045

Persistent link: https://www.econbiz.de/10013539418

A competing risks model with time‐varying heterogeneity and simultaneous failure

Liu, Ruixuan - In: Quantitative economics : QE ; journal of the … 11 (2020) 2, pp. 535-577

This paper proposes a new bivariate competing risks model in which both durations are the first passage times of dependent Lévy subordinators with exponential thresholds and multiplicative covariates effects. Our specification extends the mixed proportional hazards model, as it allows for the...

Persistent link: https://www.econbiz.de/10012213979

Empirical Monte Carlo evidence on estimation of Timing-of-Events models

Lombardi, Stefano; Berg, Gerard J. van den; Vikström, Johan - 2020

This paper builds on the Empirical Monte Carlo simulation approach developed by Huber et al. (2013) to study the estimation of Timing-of-Events (ToE) models. We exploit rich Swedish data of unemployed job-seekers with information on participation in a training program to simulate placebo...

Persistent link: https://www.econbiz.de/10012419545

Empirical Monte Carlo evidence on estimation of timing-of-events models

Lombardi, Stefano; Berg, Gerard J. van den; Vikström, Johan - 2021

Persistent link: https://www.econbiz.de/10012390913

Residual analysis censored duration data : received 31. 10. 1984

Chesher, Andrew - In: Economics letters 18 (1985) 1, pp. 35-38

Persistent link: https://www.econbiz.de/10001997963

Modeling sample selection for durations with time-varying covariates, with an application to the duration of exchange rate regimes

Boehmke, Frederick J.; Meissner, Christopher M. - 2009

We extend existing estimators for duration data that suffer from non-random sample selection to allow for time …-varying covariates. Rather than a continuous-time duration model, we propose a discrete-time alternative that models the effects of … compared to those of a naive discrete duration model through Monte Carlo analysis and indicate that our estimator outperforms …

Persistent link: https://www.econbiz.de/10003895008