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 |