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

English

Research Papers in Economics

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Estimating a semi-parametric duration model without specifying heterogeneity

Estimating a semi-parametric duration model without specifying heterogeneity

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Research Papers in Economics