A Simple Root-N-Consistent Semiparametric Estimator for Discrete Duration Models
| Year of publication: |
2020
|
|---|---|
| Authors: | Reza, Sadat |
| Publisher: |
[2020]: [S.l.] : SSRN |
| Subject: | Schätztheorie | Estimation theory | Dauer | Duration | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation |
| Description of contents: |
A semiparametric estimator is developed for discrete duration models. The asymptotic distribution is derived. Simulations demonstrate its efficacy
|
| Extent: | 1 Online-Ressource (4 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | In: Reza, S., & Rilstone, P. (2014). A simple root-N-consistent semiparametric estimator for discrete duration models. Statistics & Probability Letters, 95, 150-154. https://doi.org/10.1016/j.spl.2014.08.017 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2013 erstellt |
| Other identifiers: | 10.2139/ssrn.3373458 [DOI] |
| Classification: | C14 - Semiparametric and Nonparametric Methods ; C41 - Duration Analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012849532