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  • Search: subject:"JEL Classification: C41; C14"
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JEL Classification: C41; C14 1 counting process 1 linear rank estimation 1 mixed proportional hazard 1
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research-article 1
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Bijwaard, Govert E. 1 Ridder, Geert 1 Woutersen, Tiemen 1
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Journal of Econometric Methods 1
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A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model
Bijwaard, Govert E.; Ridder, Geert; Woutersen, Tiemen - In: Journal of Econometric Methods 2 (2013) 1, pp. 1-23
Abstract Ridder and Woutersen (Ridder, G., and T. Woutersen. 2003. “The Singularity of the Efficiency Bound of the Mixed Proportional Hazard Model.” Econometrica 71: 1579–1589) have shown that under a weak condition on the baseline hazard, there exist root-N consistent estimators of the...
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