Non-parametric identification of the mixed hazards model with interval-censored durations

dc.contributor.author	Brinch, Christian N.
dc.date.accessioned	2011-11-05T20:50:16Z
dc.date.available	2011-11-05T20:50:16Z
dc.date.issued	2008
dc.identifier.issn	1892-753x
dc.identifier.uri	http://hdl.handle.net/11250/180607
dc.description.abstract	Abstract: Econometric duration data are typically interval-censored, that is, not directly observed, but observed to fall within a known interval. Known non-parametric identification results for duration models with unobserved heterogeneity rely crucially on exact observation of durations at a continuous scale. Here, it is established that the mixed hazards model is non-parametrically identified through covariates that vary over time within durations as well as between observations when durations are interval-censored. The results hold for the mixed proportional hazards model as a special case. Keywords: duration analysis, interval-censoring, non-parametric identification	no_NO
dc.language.iso	eng	no_NO
dc.publisher	Statistics Norway, Research Department	no_NO
dc.relation.ispartofseries	Discussion Papers;No. 539
dc.subject	Non-parametric identification	no_NO
dc.subject	Mixed hazards model	no_NO
dc.subject	JEL classification: C41	no_NO
dc.title	Non-parametric identification of the mixed hazards model with interval-censored durations	no_NO
dc.type	Working paper	no_NO
dc.subject.nsi	VDP::Mathematics and natural science: 400::Mathematics: 410::Statistics: 412	no_NO
dc.source.pagenumber	14 s.	no_NO