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A Monte Carlo study of time aggregation in continuous-time and discrete-time parametric hazard models

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  • ter Hofstede, Frenkel
  • Wedel, Michel

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  • ter Hofstede, Frenkel & Wedel, Michel, 1998. "A Monte Carlo study of time aggregation in continuous-time and discrete-time parametric hazard models," Economics Letters, Elsevier, vol. 58(2), pages 149-156, February.
    • Handle: RePEc:eee:ecolet:v:58:y:1998:i:2:p:149-156
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    References listed on IDEAS

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    1. Kiefer, Nicholas M, 1988. "Economic Duration Data and Hazard Functions," Journal of Economic Literature, American Economic Association, vol. 26(2), pages 646-679, June.
    2. Bergstrom, R & Edin, P-A, 1992. "Time Aggregation and the Distributional Shape of Unemployment Duration," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(1), pages 5-30, Jan.-Marc.
    3. Sueyoshi, Glenn T., 1992. "Semiparametric proportional hazards estimation of competing risks models with time-varying covariates," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 25-58.
    4. McCall, Brian P, 1994. "Testing the Proportional Hazards Assumption in the Presence of Unmeasured Heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(3), pages 321-334, July-Sept.
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    1. Harminder Battu & Ada Ma & Euan Phimister, 2008. "Housing Tenure, Job Mobility and Unemployment in the UK," Economic Journal, Royal Economic Society, vol. 118(527), pages 311-328, March.
    2. Machado, Matilde P. & Mora, Ricardo & Romero-Medina, Antonio, 2006. "A methodology to measure hospital quality using physicians' choices over training vacancies," UC3M Working papers. Economics we060201, Universidad Carlos III de Madrid. Departamento de Economía.
    3. Matilde P. Machado & Ricardo Mora & Antonio Romero-Medina, 2012. "Can We Infer Hospital Quality From Medical Graduates’ Residency Choices?," Journal of the European Economic Association, European Economic Association, vol. 10(6), pages 1400-1424, December.
    4. Hofstede, Frenkel ter & Wedel, Michel, 1999. "Time-aggregation effects on the baseline of continuous-time and discrete-time hazard models," Economics Letters, Elsevier, vol. 63(2), pages 145-150, May.
    5. Füsun F. Gönül & Frenkel Ter Hofstede, 2006. "How to Compute Optimal Catalog Mailing Decisions," Marketing Science, INFORMS, vol. 25(1), pages 65-74, 01-02.
    6. Elamin H. Elbasha, 2000. "Discrete time representation of the formula for calculating DALYs," Health Economics, John Wiley & Sons, Ltd., vol. 9(4), pages 353-365, June.
    7. Srinivasan, Raji & Lilien, Gary L. & Rangaswamy, Arvind, 2008. "Survival of high tech firms: The effects of diversity of product–market portfolios, patents, and trademarks," International Journal of Research in Marketing, Elsevier, vol. 25(2), pages 119-128.

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