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.

Jerry Hausman

Tiemen M. Woutersen

Research Papers in Economics

English

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A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data,”

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Attrition Bias in Experimental and Panel Data: The Gary Income Maintenance Experiment”,

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Eﬃcient Estimation of the Semi-parametric Mixed Proportional Hazard Model”,

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Large Sample Estimation and Hypothesis Testing,”

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