Lagged duration dependence in mixed proportional hazard models
نویسندگان
چکیده
منابع مشابه
Lagged Duration Dependence in Mixed Proportional Hazard Models
Lagged Duration Dependence in Mixed Proportional Hazard Models We study the non-parametric identification of a mixed proportional hazard model with lagged duration dependence when data provide multiple outcomes per individual or stratum. We show that the information conveyed by the within strata variation can be exploited to nonparametrically identify lagged duration dependence in more general ...
متن کاملGrouped Mixed Proportional Hazard Models with Social Interactions
In this paper we develop mixed proportional hazard models in discrete time when there is cross sectional duration dependence because of the social interactions. To capture the cross sectional dependence, we use the lagged binary indicators of neighbors, which are weighted by the spatial weight matrix. We investigate the nonparametric specification for the baseline hazard and the unobserved hete...
متن کاملStochastic and Dependence Comparisons Between Extreme Order Statistics in the Case of Proportional Reversed Hazard Model
Independent random variables $Y_{1},ldots ,Y_{n}$ belongs to the proportional reversed hazard rate (PRHR) model with proportionality parameters $lambda_1,...,lambda_n$, if $Y_{k}sim G^{lambda _{k}}(x)$, for $k=1,...,n$, where $G$ is an absolutely continuous distribution function. In this paper we compare the smallest order statistics, the sample ranges and th...
متن کاملLife Duration of New Firms in Iranian Manufacturing Industries Using Cox Proportional Hazard Model
In this paper, the Cox proportional hazard model is used to answer several questions. In general, fourteen variables are applied in four groups: firm, industry, expenditure human resources specific characteristics as well. According to the previous literature in this field, the findings of this paper also show that the factors which affect life duration of firms are different between industries...
متن کاملSemiparametric 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 کاملذخیره 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: Economics Letters
سال: 2012
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2011.12.005