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Mixed Hitting-Time Models
Abbring, Jaap H. - 2009
merits of both models as complementary frameworks for econometric duration analysis …
Persistent link: https://www.econbiz.de/10014225207
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Mixed hitting-time models
Abbring, Jaap H. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003502449
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Essays on mixed hitting-time models
Yu, Yifan - 2019
Persistent link: https://www.econbiz.de/10011992183
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The Dynamic Mixed Hitting-Time Model for Multiple Transaction Prices and Times
Renault, Eric - 2014
autoregressive conditional (ACD) duration models, which impose testable restrictions on the relation between the conditional …
Persistent link: https://www.econbiz.de/10013065459
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Mixed hitting-time models
Abbring, Jaap H. - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 2, pp. 783-819
Persistent link: https://www.econbiz.de/10009534939
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Mixed hitting-time models
Abbring, Jaap H. - 2009
duration analysis. …
Persistent link: https://www.econbiz.de/10011372965
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Rebuttal of "on nonparametric identification of treatment effects in duration models"
Abbring, Jaap H.; Berg, Gerard J. van den - 2016
In their IZA Discussion Paper 10247, Johansson and Lee claim that the main result (Proposition 3) in Abbring and Van den Berg (2003b) does not hold. We show that their claim is incorrect. At a certain point within their line of reasoning, they make a rather basic error while transforming one...
Persistent link: https://www.econbiz.de/10011543629
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Duration Modeling in Undergraduate Econometrics Curriculum Via Excel
Genc, Ismail H. - 2003
The main goal of an econometrics course is to prepare students for more advanced levels of study and make them able to … theoretical topics from the econometrics textbooks by including only time honored methods. Survival analysis, however, has so far … fundamental concepts of duration analysis at an introductory level. The file so generated may also be used by practitioners in …
Persistent link: https://www.econbiz.de/10014074602
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A conjugate gamma model for durations in transaction data
Lunde, Asger - In: Econometric modelling of durations between economic events, (pp. 5-30). 1999
Persistent link: https://www.econbiz.de/10001442374
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A generalized gamma autoregressive conditional duration model
Lunde, Asger - In: Econometric modelling of durations between economic events, (pp. 31-68). 1999
Persistent link: https://www.econbiz.de/10001442379