A Flexible Link Function for Discrete-Time Duration Models
نویسندگان
چکیده
منابع مشابه
A Flexible Link Function for Discrete-Time Duration Models
This paper proposes a discrete-time hazard regression approach based on the relation between hazard rate models and excess over threshold models, which are frequently encountered in extreme value modelling. The proposed duration model employs a exible link function and incorporates the grouped-duration analogue of the wellknown Cox proportional hazards model and the proportional odds model as s...
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ژورنال
عنوان ژورنال: Jahrbücher für Nationalökonomie und Statistik
سال: 2016
ISSN: 0021-4027,2366-049X
DOI: 10.1515/jbnst-2015-1022