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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
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Duration analysis
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Discussion paper series / IZA
46
International journal of quality & reliability management
19
IZA Discussion Paper
18
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
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1
Two-step estimation of censored quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1310-1336
Persistent link: https://www.econbiz.de/10014471378
Saved in:
2
A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den
;
Janys, Lena
;
Mammen, Enno
; …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012618795
Saved in:
3
The likelihood of mixed hitting times
Abbring, Jaap H.
;
Salimans, Tim
- In:
Journal of econometrics
223
(
2021
)
2
,
pp. 361-375
Persistent link: https://www.econbiz.de/10012619975
Saved in:
4
Nonparametric analysis of a duration model with stochastic unobserved heterogeneity
Botosaru, Irene
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 112-139
Persistent link: https://www.econbiz.de/10012482741
Saved in:
5
An IPW estimator for mediation effects in hazard models : with an application to schooling, cognitive ability and mortality
Bijwaard, Govert
;
Jones, Andrew M.
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
1
,
pp. 129-175
Persistent link: https://www.econbiz.de/10012052260
Saved in:
6
Quantile regression for duration models with time-varying regressors
Chen, Songnian
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012302489
Saved in:
7
Bounds on treatment effects on transitions
Vikström, Johan
;
Ridder, Geert
;
Weidner, Martin
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 448-469
Persistent link: https://www.econbiz.de/10012110318
Saved in:
8
A bias-corrected estimator of the covariation matrix of multiple security prices when both microstructure effects and sampling durations are persistent and endogenous
Ikeda, Shin S.
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 203-214
Persistent link: https://www.econbiz.de/10011704791
Saved in:
9
Estimating a semi-parametric duration model without specifying heterogeneity
Hausman, Jerry A.
;
Woutersen, Tiemen
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10010255456
Saved in:
10
Can statisticians beat surgeons at the planning of operations?
Joustra, Paul
;
Meester, Reinier
;
Ophem, Hans van
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1697-1718
Persistent link: https://www.econbiz.de/10009754040
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