The semiparametric efficiency bound of the mixed proportional hazard model is derived. The density factors in such a way that there exists a complete sufficient statistic for the individual heterogeneity. The efficient score is shown to be the difference between the score in the parametric...

Many structural economics models are semiparametric ones in which the unknown nuisance functions are identified via non-parametric conditional moment restrictions with possibly non-nested or overlapping conditioning sets, and the finite dimensional parameters of interest are over-identified via...

The author considers a class of models that generalizes the popular mixed proportional hazard model for duration data: the generalized accelerated failure-time model. He shows that the generalized accelerated failure-time model is nonparametrically identified (up to a normalization). He then...