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

Dieses Objekt wird bereitgestellt von:
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

Ähnliche Objekte (12)