A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Simple GMM Estimator for the Semi-parametric Mixed Proportional Hazard Model

A Simple GMM Estimator for the Semi-Parametric Mixed Proportional Hazard Model Ridder and Woutersen (2003) have shown that under a weak condition on the baseline hazard there exist root-N consistent estimators of the parameters in a semiparametric Mixed Proportional Hazard model with a parametric baseline hazard and unspecified distribution of the unobserved heterogeneity. We extend the Linear ...

متن کامل

A Dynamic Semiparametric Proportional Hazard Model

This paper proposes a dynamic proportional hazard (PH) model with non-specified baseline hazard for the modelling of autoregressive duration processes. A categorization of the durations allows us to reformulate the PH model as an ordered response model based on extreme value distributed errors. In order to capture persistent serial dependence in the duration process, we extend the model by an o...

متن کامل

Semiparametric autoregressive conditional proportional hazard models

A new semiparametric proportional hazard rate model is proposed which extends standard models to include a dynamic speci cation. Two main problems are resolved in the course of this paper. First, the partial likelihood approach to estimate the components of a standard proportional hazard model is not available in a dynamic model involving lags of the log integrated baseline hazard. We use a dis...

متن کامل

Using Profile Likelihood for Semiparametric Model Selection with Application to Proportional Hazards Mixed Models

We consider selection of nested and non-nested semiparametric models. Using profile likelihood we can define both a likelihood ratio statistic and an Akaike information for models with nuisance parameters. Asymptotic quadratic expansion of the log profile likelihood allows derivation of the asymptotic null distribution of the likelihood ratio statistic including the boundary cases, as well as u...

متن کامل

investigating the feasibility of a proposed model for geometric design of deployable arch structures

deployable scissor type structures are composed of the so-called scissor-like elements (sles), which are connected to each other at an intermediate point through a pivotal connection and allow them to be folded into a compact bundle for storage or transport. several sles are connected to each other in order to form units with regular polygonal plan views. the sides and radii of the polygons are...

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Econometric Methods

سال: 2013

ISSN: 2156-6674,2194-6345

DOI: 10.1515/jem-2012-0005