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  • Search: subject:"Duration Modeling"
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Year of publication
Subject
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Aalen Estimator 1 Duration Modeling 1 Duration modeling 1 Econometrics 1 Loan-to-Value 1 Markov chain 1 Markov-Kette 1 Mortgage Insurance 1 Multivariate Analyse 1 Multivariate analysis 1 Theorie 1 Theory 1 hidden semi-Markov models 1 multichannel marketing 1 multivariate HMMs 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1 Undetermined 1
Author
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Hooker, Giles 1 Kiefer, Nicholas M. 1 Larson, C. Erik 1 Sikdar, Sharmistha 1
Institution
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School of Economics and Management, University of Aarhus 1
Published in...
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CREATES Research Papers 1 Tuck School of Business working paper / Tuck School of Business at Dartmouth 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
A multivariate hidden semi-Markov model of customer-multichannel engagement
Sikdar, Sharmistha; Hooker, Giles - 2019
In multichannel retailing, customers often use a mix of a firm's online and physical stores for their search and buy activities. We define the customer's “channel engagement” as a latent attitude or predisposition towards the firm's online and offline channels which dynamically transitions...
Persistent link: https://www.econbiz.de/10012244850
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Cover Image
Counting Processes for Retail Default Modeling
Kiefer, Nicholas M.; Larson, C. Erik - School of Economics and Management, University of Aarhus - 2015
Counting processes provide a very flexible framework for modeling discrete events occurring over time. Estimation and interpretation is easy, and links to more familiar approaches are at hand. The key is to think of data as "event histories," a record of times of switching between states in a...
Persistent link: https://www.econbiz.de/10011268023
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