Narrow search
Showing 1 - 6 of 6
Cover Image
Efficient semiparametric estimation of duration models with unobserved heterogeneity
Bearse, Peter M.; Canals-Cerdá, José; Rilstone, Paul - In: Econometric theory 23 (2007) 2, pp. 281-308
Persistent link: https://www.econbiz.de/10003429719
Cover Image
Nonparametric identification of the mixed hazards model with time-varying covariates
Brinch, Christian N. - In: Econometric theory 23 (2007) 2, pp. 349-354
Persistent link: https://www.econbiz.de/10003429738
Cover Image
Conditions for the propagation of memory parameter from durations to counts and realized volatilty
Deo, Rohit S.; Hurvich, Clifford M.; Soulier, Philippe; … - In: Econometric theory 25 (2009) 3, pp. 764-792
Persistent link: https://www.econbiz.de/10003864181
Cover Image
Semi-nonparametric interval-censored mixed proportional hazard models : identification and consistency results
Bierens, Herman J. - In: Econometric theory 24 (2008) 3, pp. 749-794
Persistent link: https://www.econbiz.de/10003894298
Cover Image
A multiplex interdependent durations model
Lin, Zhongjian; Liu, Ruixuan - In: Econometric theory 37 (2021) 6, pp. 1238-1266
Persistent link: https://www.econbiz.de/10012704811
Cover Image
Nonparametric identification of the mixed hazard model using martingale-based moments
Ruf, Johannes; Wolter, James Lewis - In: Econometric theory 36 (2020) 2, pp. 331-346
Persistent link: https://www.econbiz.de/10012193750