Arbeitspapier
Non-parametric Identification of the Mixed Hazards Model with Interval-Censored Durations
Econometric duration data are typically interval-censored, that is, not directly observed, but observed to fall within a known interval. Known non-parametric identification results for duration models with unobserved heterogeneity rely crucially on exact observation of durations at a continuous scale. Here, it is established that the mixed hazards model is non-parametrically identified through covariates that vary over time within durations as well as between observations when durations are interval-censored. The results hold for the mixed proportional hazards model as a special case.
- Sprache
-
Englisch
- Erschienen in
-
Series: Discussion Papers ; No. 539
- Klassifikation
-
Wirtschaft
Duration Analysis; Optimal Timing Strategies
- Thema
-
duration analysis
interval-censoring
non-parametric identification
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Brinch, Christian N.
- Ereignis
-
Veröffentlichung
- (wer)
-
Statistics Norway, Research Department
- (wo)
-
Oslo
- (wann)
-
2008
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Brinch, Christian N.
- Statistics Norway, Research Department
Entstanden
- 2008