Discussion Papers no. 539
Non-parametric identification of the mixed hazards model with interval-censored durations
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.
Om publikasjonen
- Tittel
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Non-parametric identification of the mixed hazards model with interval-censored durations
- Ansvarlig
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Christian N. Brinch
- Serie og -nummer
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Discussion Papers no. 539
- Utgiver
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Statistics Norway
- Emne
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Discussion Papers
- Antall sider
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14
- Målform
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Engelsk
- Om Discussion Papers
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Discussion papers comprise research papers intended for international journals and books. A preprint of a Discussion Paper may be longer and more elaborate than a standard journal article as it may include intermediate calculations, background material etc.
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