Estimating a semi-parametric duration model without specifying
This paper presents a new estimator for the mixed proportional hazard model that allows for a nonparametric baseline hazard and time-varying regressors. In particular, this paper allows for discrete measurement of the durations as happens often in practice.
Authors
MIT
John Hopkins University
Working Paper details
- DOI
- 10.1920/wp.cem.2005.1105
- Publisher
- IFS
Suggested citation
Hausman, J and Woutersen, T. (2005). Estimating a semi-parametric duration model without specifying heterogeneity. London: IFS. Available at: https://ifs.org.uk/publications/estimating-semi-parametric-duration-model-without-specifying-heterogeneity (accessed: 2 May 2024).
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