Search Results - subject:"Hazard function"

On Measurement of the Average Unemployment Duration using Russian Longitudinal Monitoring Survey data

Furmanov, Kirill - In: Applied Econometrics 14 (2009) 2, pp. 74-99

of the average unemployment duration and the hazard function based on these data obtained in the earlier research are …

Persistent link: https://www.econbiz.de/10009018543

Birnbaum–Saunders distribution based on Laplace kernel and some properties and inferential issues

Zhu, Xiaojun; Balakrishnan, N. - In: Statistics & Probability Letters 101 (2015) C, pp. 1-10

For the Birnbaum–Saunders distribution based on Laplace kernel, we discuss the shape characteristics of density and hazard functions. We show the existence and uniqueness of maximum likelihood estimates. Simple modified moment estimators are proposed and compared with maximum likelihood estimates.

Persistent link: https://www.econbiz.de/10011263172

On the Fisher information and design of a flexible progressive censored experiment

Park, Sangun; Ng, Hon Keung Tony; Chan, Ping Shing - In: Statistics & Probability Letters 97 (2015) C, pp. 142-149

We provide simple computational formulas of both expected termination time and Fisher information of the flexible progressive censoring scheme proposed by Bairamov and Parsi (2011). Then, the design and planning of the flexible progressive censoring schemes are discussed with illustrative examples.

Persistent link: https://www.econbiz.de/10011189325

Selection and monetary non-neutrality in time-dependent pricing models

Carvalho, Carlos Viana de; Schwartzman, Felipe Farah - In: Journal of monetary economics 76 (2015), pp. 141-156

Persistent link: https://www.econbiz.de/10011569794

Empirical Likelihood Confidence Intervals for the Ratio and Difference of Two Hazard Functions

Zhao, Meng - 2008

In biomedical research and lifetime data analysis, the comparison of two hazard functions usually plays an important role in practice. In this thesis, we consider the standard independent two-sample framework under right censoring. We construct efficient and useful confidence intervals for the...

Persistent link: https://www.econbiz.de/10009463416

Lumpy labor adjustment as a propagation mechanism of business cycles

Yao, Fang - 2008

I explore the implications of the lumpy labor adjustment as a propagation mechanism for aggregate dynamics. The model I use nests the basic RBC model with a staggered-job-turnover in the spirit of Taylor (1980) and Calvo (1983). It extends this approach by introducing a Weibull-distributed labor...

Persistent link: https://www.econbiz.de/10010263723

Lumpy labor adjustment as a propagation mechanism of business cycles

Yao, Fang - 2008

-distributed labor adjustment process to capture the increasing hazard function corroborated by the micro data. My principal findings are …. When introducing the Weibull labor adjustment, the aggregate dynamics vary with the extent of increasing hazard function, e …

Persistent link: https://www.econbiz.de/10010263744

Lumpy Labor Adjustment as a Propagation Mechanism of Business Cycles

Yao, Fang - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008

over an entire quarter. When estimating parameters of the Weibull hazard function with the Portuguese employer survey data …, they found that the shape parameter lies in the range between 1.174 and 1.309, indicating an increasing hazard function in … duration spell terminates at the period j is Pr(j) = (1−α)αj−1 for j = 0,1,2,... (11) The hazard function corresponding to the …

Persistent link: https://www.econbiz.de/10005489972

Financial Determinants of Firms Profitability: A Hazard Function Investigation

Di Guilmi, Corrado - Dipartimento di Scienze Economiche e Sociali, Facoltà … - 2008

In this paper a hazard function analysis is performed on a set of European firms in order to identify a stochastic …

Persistent link: https://www.econbiz.de/10004990635

Adopción de tecnología de distribución y control del agua en las Comunidades de Regantes de la Región de Murcia

Alcon, Francisco; Miguel, María Dolores De; Burton, … - In: Economia Agraria y Recursos Naturales 08 (2008) 1

RESUMEN: En el presente trabajo se estudia el proceso de adopción de tecnología de distribución y control de agua que las Comunidades de Regantes de la Región de Murcia han llevado a cabo desde el año 1975 hasta 2005. Se analiza el tiempo que transcurre desde que se constituye la Comunidad...

Persistent link: https://www.econbiz.de/10005041295