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Semiparametric proportional hazards estimation of competing risks models with time-varying covariates

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Cited by:

  1. Kristopher Gerardi & Adam Hale Shapiro & Paul S. Willen, 2007. "Subprime outcomes: risky mortgages, homeownership experiences, and foreclosures," Working Papers 07-15, Federal Reserve Bank of Boston.
  2. Kim, Dongwoo, 2023. "Partially identifying competing risks models: An application to the war on cancer," Journal of Econometrics, Elsevier, vol. 234(2), pages 536-564.
  3. Bent Jesper Christensen & Malene Kallestrup‐Lamb, 2012. "The Impact Of Health Changes On Labor Supply: Evidence From Merged Data On Individual Objective Medical Diagnosis Codes And Early Retirement Behavior," Health Economics, John Wiley & Sons, Ltd., vol. 21(S1), pages 56-100, June.
  4. Steven Ongena & David C. Smith, 1997. "Empirical Evidence on the Duration of Bank Relationships," Finance 9703002, University Library of Munich, Germany.
  5. Bruce Fallick & Keunkwan Ryu, 2007. "The Recall and New Job Search of Laid-Off Workers: A Bivariate Proportional Hazard Model with Unobserved Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 89(2), pages 313-323, May.
  6. 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.
  7. Austan Goolsbee, 1998. "The Business Cycle, Financial Performance, and the Retirement of Capital Goods," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 1(2), pages 474-496, April.
  8. Berndt, Antje & Hollifield, Burton & Sandås, Patrik, 2017. "What Broker Charges Reveal about Mortgage Credit Risk," Working Paper Series 336, Sveriges Riksbank (Central Bank of Sweden).
  9. Bhat, Chandra R., 1996. "A generalized multiple durations proportional hazard model with an application to activity behavior during the evening work-to-home commute," Transportation Research Part B: Methodological, Elsevier, vol. 30(6), pages 465-480, December.
  10. Monica Garcia-Perez & Christopher Goetz & John Haltiwanger & Kristin Sandusky, 2013. "Don't Quit Your Day Job: Using Wage and Salary Earnings to Support a New Business," Working Papers 13-45, Center for Economic Studies, U.S. Census Bureau.
  11. Cappellari, Lorenzo & Dorsett, Richard & Haile, Getinet, 2007. "State dependence, duration dependence and unobserved heterogeneity in the employment transitions of the over-50s," ISER Working Paper Series 2007-16, Institute for Social and Economic Research.
  12. Bidisha Chakrabarty & Zhaohui Han & Konstantin Tyurin & Xiaoyong Zheng, 2006. "A Competing Risk Analysis of Executions and Cancellations in a Limit Order Market," CAEPR Working Papers 2006-015, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  13. P. D. Brandon, "undated". "Vulnerability to future dependence among former AFDC mothers," Institute for Research on Poverty Discussion Papers 1055-95, University of Wisconsin Institute for Research on Poverty.
  14. George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, University Library of Munich, Germany, revised 07 Mar 1996.
  15. Dennis A. Ahlburg & Brian P. Mccall & In-gang Na, "undated". "Time to Dropout From College: A Hazard Model with Endogenous Waiting," Working Papers 0102, Human Resources and Labor Studies, University of Minnesota (Twin Cities Campus).
  16. Nicole Jonker & Hans van Ophem & Joop Hartog, 2006. "Dual track or academic route for auditors: does it matter?," Applied Economics, Taylor & Francis Journals, vol. 38(9), pages 1019-1035.
  17. Jan Ondrich & Alexander Falevich, 2016. "The Great Recession, Housing Wealth, and the Retirement Decisions of Older Workers," Public Finance Review, , vol. 44(1), pages 109-131, January.
  18. Jungho Kim, 2014. "Employment Effects Of Low-Skilled Immigrants In Korea," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 39(2), pages 25-49, June.
  19. Ming Shann Tsai & Shu Ling Chiang, 2016. "The Valuation Model for a Risky Asset When Its Risky Factors Follow Gamma Distributions," International Review of Finance, International Review of Finance Ltd., vol. 16(3), pages 421-444, September.
  20. Sumit Agarwal & Brent W. Ambrose & Souphala Chomsisengphet & Chunlin Liu, 2011. "The Role of Soft Information in a Dynamic Contract Setting: Evidence from the Home Equity Credit Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(4), pages 633-655, June.
  21. Malchow-Møller, Nikolaj & Munch, Jakob R. & Skaksen, Jan Rose, 2009. "Do Immigrants Take the Jobs of Native Workers?," IZA Discussion Papers 4111, Institute of Labor Economics (IZA).
  22. Agarwal, Sumit & Ambrose, Brent W. & Chomsisengphet, Souphala & Liu, Chunlin, 2006. "An empirical analysis of home equity loan and line performance," Journal of Financial Intermediation, Elsevier, vol. 15(4), pages 444-469, October.
  23. Anthony Pennington‐Cross & Giang Ho, 2010. "The Termination of Subprime Hybrid and Fixed‐Rate Mortgages," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 38(3), pages 399-426, September.
  24. Erik Heitfield & Tarun Sabarwal, 2004. "What Drives Default and Prepayment on Subprime Auto Loans?," The Journal of Real Estate Finance and Economics, Springer, vol. 29(4), pages 457-477, December.
  25. Christopher Goetz, 2014. "Unemployment Duration And Geographic Mobility: Do Movers Fare Better Than Stayers?," Working Papers 14-41, Center for Economic Studies, U.S. Census Bureau.
  26. Lars Vilhuber, 1997. "Sector-Specific On-the-Job Training: Evidence from U.S. Data," CIRANO Working Papers 97s-42, CIRANO.
  27. Teresa D. Harrison, 2007. "Consolidations and closures: an empirical analysis of exits from the hospital industry," Health Economics, John Wiley & Sons, Ltd., vol. 16(5), pages 457-474, May.
  28. Dae Jin Yi, 2012. "No taxation, no democracy? Taxation, income inequality, and democracy," Journal of Economic Policy Reform, Taylor and Francis Journals, vol. 15(2), pages 71-92.
  29. Light, Audrey, 1995. "Hazard model estimates of the decision to reenroll in school," Labour Economics, Elsevier, vol. 2(4), pages 381-406, December.
  30. Mark Yuying An, 2004. "Likelihood-Based Estimation of a Proportional-Hazard, Competing- Risk Model with Grouped Duration Data," Urban/Regional 0407013, University Library of Munich, Germany.
  31. Antje Berndt & Burton Hollifield & Patrik Sandås, 2021. "What Broker Charges Reveal About Subprime Mortgage Credit Risk," The Journal of Real Estate Finance and Economics, Springer, vol. 63(2), pages 280-326, August.
  32. Steven Stern & John Pepper, 2001. "Empirical Search Models," Virginia Economics Online Papers 383, University of Virginia, Department of Economics.
  33. VILHUBERT, Lars, 1999. "Sector-Specific on-the-Job Training: Evidence from U.S. Data," Cahiers de recherche 9906, Universite de Montreal, Departement de sciences economiques.
  34. Douglas Wolf & Thomas Gill, 2009. "Modeling transition rates using panel current-status data: How serious is the bias?," Demography, Springer;Population Association of America (PAA), vol. 46(2), pages 371-386, May.
  35. Jakob R. Munch, 2010. "Whose Job Goes Abroad? International Outsourcing and Individual Job Separations," Scandinavian Journal of Economics, Wiley Blackwell, vol. 112(2), pages 339-360, June.
  36. Kristopher Gerardi & Adam Hale Shapiro & Paul S. Willen, 2009. "Decomposing the foreclosure crisis: House price depreciation versus bad underwriting," FRB Atlanta Working Paper 2009-25, Federal Reserve Bank of Atlanta.
  37. Audrey Light & Yoshiaki Omori, 2004. "Unemployment Insurance and Job Quits," Journal of Labor Economics, University of Chicago Press, vol. 22(1), pages 159-188, January.
  38. repec:syb:wpbsba:03/2013 is not listed on IDEAS
  39. Mills, Bradford F. & Sahn, David E., 1997. "Labor Market Segmentation and the Implications for Public Sector Retrenchment Programs," Journal of Comparative Economics, Elsevier, vol. 25(3), pages 385-402, December.
  40. Christian N. Brinch, 2008. "Non-parametric Identification of the Mixed Hazards Model with Interval-Censored Durations," Discussion Papers 539, Statistics Norway, Research Department.
  41. Burdett, Kenneth & Cunningham, Elizabeth J, 1998. "Toward a Theory of Vacancies," Journal of Labor Economics, University of Chicago Press, vol. 16(3), pages 445-478, July.
  42. Fermanian, Jean-David, 2003. "Nonparametric estimation of competing risks models with covariates," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 156-191, April.
  43. James Kau & Donald Keenan & Constantine Lyubimov, 2014. "First Mortgages, Second Mortgages, and Their Default," The Journal of Real Estate Finance and Economics, Springer, vol. 48(4), pages 561-588, May.
  44. Bhat, Chandra R., 1996. "A hazard-based duration model of shopping activity with nonparametric baseline specification and nonparametric control for unobserved heterogeneity," Transportation Research Part B: Methodological, Elsevier, vol. 30(3), pages 189-207, June.
  45. Miles, Thomas J, 2005. "Estimating the Effect of America's Most Wanted: A Duration Analysis of Wanted Fugitives," Journal of Law and Economics, University of Chicago Press, vol. 48(1), pages 281-306, April.
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