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 hazard rate models 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: Memorandum ; No. 2002,07
- 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
Moral Hazard
Theorie
Statistische Bestandsanalyse
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Aaberge, Rolf
- Ereignis
-
Veröffentlichung
- (wer)
-
University of Oslo, Department of Economics
- (wo)
-
Oslo
- (wann)
-
2002
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:43 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
- University of Oslo, Department of Economics
Entstanden
- 2002
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