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Time-aggregation effects on the baseline of continuous-time and discrete-time hazard models

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  • Hofstede, Frenkel ter
  • Wedel, Michel

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  • 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.
    • Handle: RePEc:eee:ecolet:v:63:y:1999:i:2:p:145-150
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    References listed on IDEAS

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    1. 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.
    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.
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