Regular Variation and the Identification of Generalized Accelerated Failure-Time Models
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- J. Heckman & B. Singer, 1984. "The Identifiability of the Proportional Hazard Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 51(2), pages 231-241.
- Bo E. Honor & Áureo De Paula, 2010.
"Interdependent Durations,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(3), pages 1138-1163.
- Bo Honore & Aureo de Paula, 2008. "Interdependent Durations," PIER Working Paper Archive 08-007, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Horowitz, Joel L, 1996. "Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable," Econometrica, Econometric Society, vol. 64(1), pages 103-137, January.
- Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-956, July.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jaap H. Abbring, 2012.
"Mixed Hitting‐Time Models,"
Econometrica, Econometric Society, vol. 80(2), pages 783-819, March.
- Jaap Abbring, 2007. "Mixed hitting-time models," CeMMAP working papers CWP15/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Abbring, J.H., 2009. "Mixed Hitting-Time Models," Discussion Paper 2009-62, Tilburg University, Center for Economic Research.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Abbring, J.H. & Ridder, G., 2011. "Regular Variation and the Identification of Generalized Accelerated Failure-Time Models," Discussion Paper 2011-135, Tilburg University, Center for Economic Research.
- Van den Berg, Gerard J., 2001.
"Duration models: specification, identification and multiple durations,"
Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460,
Elsevier.
- Van den Berg, Gerard J., 2000. "Duration Models: Specification, Identification, and Multiple Durations," MPRA Paper 9446, University Library of Munich, Germany.
- Jaap H. Abbring, 2010. "Identification of Dynamic Discrete Choice Models," Annual Review of Economics, Annual Reviews, vol. 2(1), pages 367-394, September.
- Horowitz, Joel L., 2004. "Semiparametric models," Papers 2004,17, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
- Jerry Hausman & Tiemen Woutersen, 2014. "Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 472-496, August.
- Bonev, Petyo, 2020. "Nonparametric identification in nonseparable duration models with unobserved heterogeneity," Economics Working Paper Series 2005, University of St. Gallen, School of Economics and Political Science.
- Ruixuan Liu, 2020. "A competing risks model with time‐varying heterogeneity and simultaneous failure," Quantitative Economics, Econometric Society, vol. 11(2), pages 535-577, May.
- Chiappori, Pierre-André & Komunjer, Ivana & Kristensen, Dennis, 2015.
"Nonparametric identification and estimation of transformation models,"
Journal of Econometrics, Elsevier, vol. 188(1), pages 22-39.
- Pierre-Andre Chiappori & Ivana Komunjer & Dennis Kristensen, 2011. "Nonparametric Identification and Estimation of Transformation Models," CAM Working Papers 2011-01, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
- Andreas I. Mueller & Johannes Spinnewijn & Giorgio Topa, 2021.
"Job Seekers' Perceptions and Employment Prospects: Heterogeneity, Duration Dependence, and Bias,"
American Economic Review, American Economic Association, vol. 111(1), pages 324-363, January.
- Andreas I. Mueller & Johannes Spinnewijn & Giorgio Topa, 2018. "Job Seekers' Perceptions and Employment Prospects: Heterogeneity, Duration Dependence and Bias," NBER Working Papers 25294, National Bureau of Economic Research, Inc.
- Mueller, Andreas I. & Spinnewijn, Johannes & Topa, Giorgio, 2021. "Job seekers’ perceptions and employment prospects: heterogeneity, duration dependence, and bias," LSE Research Online Documents on Economics 108447, London School of Economics and Political Science, LSE Library.
- Spinnewijn, Johannes & Mueller, Andreas & Topa, Giorgio, 2019. "Job Seekers' Perceptions and Employment Prospects: Heterogeneity, Duration Dependence and Bias," CEPR Discussion Papers 13774, C.E.P.R. Discussion Papers.
- Govert Ewout Bijwaard, 2014. "Multistate event history analysis with frailty," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 30(58), pages 1591-1620.
- Matzkin, Rosa L., 2012. "Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 166(1), pages 106-115.
- Bijwaard, Govert, 2011.
"Unobserved Heterogeneity in Multiple-Spell Multiple-States Duration Models,"
IZA Discussion Papers
5748, Institute of Labor Economics (IZA).
- Govert Bijwaard, 2012. "Unobserved Heterogeneity in Multiple-Spell Multiple-States Duration Models," Norface Discussion Paper Series 2012033, Norface Research Programme on Migration, Department of Economics, University College London.
- Guido Imbens & Lisa Lynch, 2006.
"Re-employment probabilities over the business cycle,"
Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 5(2), pages 111-134, August.
- Guido W. Imbens & Lisa M. Lynch, 1993. "Re-Employment Probabilities over the Business Cycle," NBER Working Papers 4585, National Bureau of Economic Research, Inc.
- Imbens, Guido W. & Lynch, Lisa M., 2006. "Re-Employment Probabilities over the Business Cycle," IZA Discussion Papers 2167, Institute of Labor Economics (IZA).
- George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, University Library of Munich, Germany, revised 07 Mar 1996.
- Bijwaard Govert E. & Ridder Geert & Woutersen Tiemen, 2013.
"A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model,"
Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 1-23, July.
- Bijwaard, Govert & Ridder, Geert, 2009. "A Simple GMM Estimator for the Semi-Parametric Mixed Proportional Hazard Model," IZA Discussion Papers 4543, Institute of Labor Economics (IZA).
- Govert Bijwaard & Geert Ridder & Tiemen Woutersen, 2012. "A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model," Norface Discussion Paper Series 2012035, Norface Research Programme on Migration, Department of Economics, University College London.
- Jaap H. Abbring, 2012.
"Mixed Hitting‐Time Models,"
Econometrica, Econometric Society, vol. 80(2), pages 783-819, March.
- Jaap Abbring, 2007. "Mixed hitting-time models," CeMMAP working papers CWP15/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Abbring, J.H., 2009. "Mixed Hitting-Time Models," Discussion Paper 2009-62, Tilburg University, Center for Economic Research.
- Burda, Martin & Harding, Matthew, 2014. "Environmental Justice: Evidence from Superfund cleanup durations," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PA), pages 380-401.
- Shosei Sakaguchi, 2020. "Partial Identification and Inference in Duration Models with Endogenous Censoring," CeMMAP working papers CWP8/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Bijwaard, Govert E. & Ridder, Geert, 2005.
"Correcting for selective compliance in a re-employment bonus experiment,"
Journal of Econometrics, Elsevier, vol. 125(1-2), pages 77-111.
- Govert Bijwaard & Geert Ridder, 1998. "Correcting for Selective Compliance in a Re-employment Bonus Experiment," Tinbergen Institute Discussion Papers 98-096/4, Tinbergen Institute.
- Govert Bijwaard & Geert Ridder, 1998. "Correcting for Selective Compliance in a Re-Employment Bonus Experiment," Economics Working Paper Archive 412, The Johns Hopkins University,Department of Economics.
- José Mª Arranz & Juan Muro, 2004.
"An extra time duration model with application to unemployment duration under benefits in Spain,"
Hacienda Pública Española / Review of Public Economics, IEF, vol. 171(4), pages 133-156, december.
- José María Arranz & Juan Muro Romero, 2003. "An extra time duration model with application to unemployment duration under benefits in Spain," Economic Working Papers at Centro de Estudios Andaluces E2003/38, Centro de Estudios Andaluces.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiutis:7f418710-6002-4017-b7da-6e930b6f16c9. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.