Arbeitspapier
Characterization and Measurement of Duration Dependence in Hazard Rate Models
As is known from the economic literature, the notion of negative/positive duration dependence defined in terms of a decreasing/increasing hazard function can solely be used as a basis for revealing whether negative/positive duration dependence is present or not. However, when concern is directed to comparison and measurement of the extent of duration dependence in duration distributions alternative definitions and methods are called for. To this end we propose a stronger as well as a weaker version of the standard definition of duration dependence and demonstrate that these definitions form a useful basis for developing appropriate duration dependence orderings and summary measures of duration dependence.
- Sprache
-
Englisch
- Erschienen in
-
Series: Discussion Papers ; No. 319
- Klassifikation
-
Wirtschaft
Unemployment: Models, Duration, Incidence, and Job Search
- Thema
-
Hazard rate models
duration dependence orderings
summary measures of duration dependence
the Weibull distribution
PH and MPH models.
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Aaberge, Rolf
- Ereignis
-
Veröffentlichung
- (wer)
-
Statistics Norway, Research Department
- (wo)
-
Oslo
- (wann)
-
2002
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:45 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.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Aaberge, Rolf
- Statistics Norway, Research Department
Entstanden
- 2002
Ähnliche Objekte (12)
Characterization and measurement of duration dependence in Hazard rate models
Lagged duration dependence in mixed proportional hazard models
Lagged Duration Dependence in Mixed Proportional Hazard Models
Duration dependence, lagged duration dependence, and occurrence dependence in individual employment histories
Duration Dependence, Lagged Duration Dependence, and Occurrence Dependence in Individual Employment Histories
Dependence Models for Multi-Hazard-Events
Business cycle duration dependence and foreign recessions
Separability of Duration Dependence and Unobserved Heterogeneity
The duration of acceleration cycle downturns: duration dependence, international dynamics and synchronisation
The Non-Parametric Identification of Lagged Duration Dependence
A Flexible Hazard Rate Model for Grouped Duration Data
Job Search and Savings: Wealth Effects and Duration Dependence
Characterization and measurement of duration dependence in Hazard rate models
Lagged duration dependence in mixed proportional hazard models
Lagged Duration Dependence in Mixed Proportional Hazard Models
Duration dependence, lagged duration dependence, and occurrence dependence in individual employment histories
Duration Dependence, Lagged Duration Dependence, and Occurrence Dependence in Individual Employment Histories
Dependence Models for Multi-Hazard-Events
Business cycle duration dependence and foreign recessions
Separability of Duration Dependence and Unobserved Heterogeneity
The duration of acceleration cycle downturns: duration dependence, international dynamics and synchronisation
The Non-Parametric Identification of Lagged Duration Dependence
A Flexible Hazard Rate Model for Grouped Duration Data
Job Search and Savings: Wealth Effects and Duration Dependence
Characterization and measurement of duration dependence in Hazard rate models
Lagged duration dependence in mixed proportional hazard models
Lagged Duration Dependence in Mixed Proportional Hazard Models
Duration dependence, lagged duration dependence, and occurrence dependence in individual employment histories
Duration Dependence, Lagged Duration Dependence, and Occurrence Dependence in Individual Employment Histories
Dependence Models for Multi-Hazard-Events
Business cycle duration dependence and foreign recessions
Separability of Duration Dependence and Unobserved Heterogeneity
The duration of acceleration cycle downturns: duration dependence, international dynamics and synchronisation
The Non-Parametric Identification of Lagged Duration Dependence
A Flexible Hazard Rate Model for Grouped Duration Data