A Simple GMM Estimator for the Semi-Parametric Mixed Proportional Hazard Model
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- Bijwaard Govert E. & Ridder Geert & Woutersen Tiemen, 2013. "A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model," Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 1-23, July.
- Govert Bijwaard & Geert Ridder & Tiemen Woutersen, 2012. "A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model," Norface Discussion Paper Series 2012035, Norface Research Programme on Migration, Department of Economics, University College London.
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- van den Berg, Gerard. J. & Janys, Lena & Mammen, Enno & Nielsen, Jens Perch, 2021. "A general semiparametric approach to inference with marker-dependent hazard rate models," Journal of Econometrics, Elsevier, vol. 221(1), pages 43-67.
- James Wolter, 2015. "Kernel Estimation Of Hazard Functions When Observations Have Dependent and Common Covariates," Economics Series Working Papers 761, University of Oxford, Department of Economics.
- Janys, Lena, 2017. "A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168077, Verein für Socialpolitik / German Economic Association.
- Hausman, Jerry A. & Woutersen, Tiemen, 2014.
"Estimating a semi-parametric duration model without specifying heterogeneity,"
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- Tiemen Woutersen & Jerry Hausman, 2005. "Estimating a Semi-Parametric Duration Model without Specifying Heterogeneity," Economics Working Paper Archive 525, The Johns Hopkins University,Department of Economics.
- Jerry Hausman & Tiemen M. Woutersen, 2005. "Estimating a semi-parametric duration model without specifying heterogeneity," CeMMAP working papers CWP11/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Wolter, James Lewis, 2016. "Kernel estimation of hazard functions when observations have dependent and common covariates," Journal of Econometrics, Elsevier, vol. 193(1), pages 1-16.
- Govert Bijwaard & Christian Schluter, 2016.
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RF Berlin - CReAM Discussion Paper Series
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- Bijwaard, Govert & Schluter, Christian, 2018. "Interdependent Hazards, Local Interactions, and the Return Decision of Recent Migrants," IZA Discussion Papers 11780, Institute of Labor Economics (IZA).
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More about this item
Keywords
counting process; linear rank estimation; mixed proportional hazard;All these keywords.
JEL classification:
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2009-11-14 (Econometrics)
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