Search Results - subject_exact:"Hazard model"

Modeling recurrent financial distress : a survival analysis of structured dependence

Uğur, Mehmet; Zeynalov, Ayaz - 2026

Existing research on financial distress typically treats failure as a single event and pays limited attention to the dynamic dependence between recurrent distress episodes. Ignoring such dependence can lead to biased hazard estimates and weaker predictive performance. We propose a...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015616221

Mean absolute deviations for the Weibull distribution : applications in survival analysis and insurance claims

Zhang, Weiqi; Wang, Zibo; Pinsky, Eugene - 2026

The Weibull distribution is widely applied in fields such as survival analysis, reliability engineering, failure analysis, and extreme value theory. Traditionally, Maximum Likelihood Estimation (MLE) has been commonly used to estimate the parameters of this distribution. In this paper, we derive...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015667500

Combining predictive distributions for time-to-event outcomes in meteorology

Cunen, Céline; Roksvåg, Thea; Heinrich-Mertsching, Claudio - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015668332

Assessing the joint risks of fiscal crises and climate change

Uribe, Jorge; Chuliá, Helena - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015670963

Estimation of two-states proportional hazard rates models with unobserved heterogeneity

Congregado, Emilio; Troncoso-Ponce, David; Rubino, Nicola; … - 2026

This article examines two-state proportional hazard rate models with unobserved heterogeneity specific to each state, a framework that is especially relevant for labor market transitions. To make estimation feasible in large longitudinal datasets, we implement hshaz2s, a Stata routine that uses...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016059547

The distributional effects of power outages on regional economies : evidence from dynamic panel data and machine learning models

Sanjay Singh; Keeler, Zachary; Ewing, Bradley T. - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015652674

Positive-unlabelled survival analysis

Toyabe, Tomoki; Hoshino, Takahiro; Otsu, Taisuke - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016091911

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Positive-unlabelled survival analysis

Toyabe, Tomoki; Hoshino, Takahiro; Otsu, Taisuke - 2026

Book / Working Paper

Using parametric quantile regression to investigate determinants of unemployment duration

Corsini, Lorenzo; Frumento, Paolo Dyno - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015672637

Why Europeans (do not) leave part-time employment? : a competing risks analysis

Flek, Vladislav; Hála, Martin; Mysíková, Martina - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016082864

Spot volatility measurement using a change-point duration model in the high-frequency market

Li, Zhicheng; Xing, Haipeng; Wang, Yan - 2025

Modeling high-frequency volatility is an important topic of market microstructure, as it provides the empirical tools to measure and analyze the rapid price movements. Yet, volatility at a high frequency often exhibits abrupt shifts driven by news and trading activity, making accurate estimation...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015584383

Retain, reactivate or acquire : can nonprofits reliably use community profiles as an alternative to past donation data?

Sinha, Shameek; Malik, Sumit; Mahajan, Vijay; Hofstede, … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015154333

Interdependent hitting times

Abbring, Jaap H.; Yu, Yifan - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015656327

Semiparametric estimation of duration model with time-varying regressors and fixed effects

Chen, Songnian; Wang, Qian - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016091484

Interview completed : the application of survival analysis to detect factors influencing response rates in online surveys

Münnich, Ákos; Kocsis, Mátyás; Mainwaring, Mark C.; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015371500

The role of consumer-based brand equity on the prolongation of trademarks

Pfeifer, Louisa Magdalena; Schreiner, Thomas F.; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015330582

Healthcare quality by specialists under a mixed compensation system : an empirical analysis

Echevin, Damien; Fortin, Bernard; Houndetoungan, Aristide - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015358636

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Healthcare quality by specialists under a mixed compensation system : an empirical analysis

Echevin, Damien; Fortin, Bernard; Houndetoungan, Aristide - 2023

Book / Working Paper

Survival analysis for credit risk : a dynamic approach for Basel IRB compliance

Dala, Fernando L.; Esquível, Manuel L.; Gaspar, Raquel M. - 2025

This paper uses survival analysis as a tool to assess credit risk in loan portfolios within the framework of the Basel Internal Ratings-Based (IRB) approach. By modeling the time to default using survival functions, the methodology allows for the estimation of default probabilities and the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015448887

Relationship between coefficients in parametric survival models for exponentially distributed survival time : registered unemployment in Poland

Bieszk-Stolorz, Beata - 2025

Survival analysis is a popular research tool in medicine and demography. It has been used for many years to study the duration of socio-economic phenomena. The aim of this article is to evaluate the relationship between the coefficients of the proportional hazards model (PH) and the accelerated...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015408221

Quantitative modeling of M&A success probability : integrating macroeconomic volatility and temporal factors through survival analysis

Xu, Dan - 2025

This paper delves into the intricate dynamics of the likelihood of merger and acquisition (M&A) completion in China and scrutinizes the influence of global and domestic economic conditions through survival analysis. By utilizing data from 3227 domestic M&A transactions from 1998 to 2024, this...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015433547

Perform, start, continue R&D activities : do financial constraints matter?

Chirita, Bianca Maria; Mañez Castillejo, Juan A.; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015457468

Frailty model and dependence structure for bivariate survival data

Idiou, Nesrine; Benatia, Fatah; Mesbah, Mounir - 2025

Copulas and their uses in statistics, namely biostatistics, are a relatively new field of research. When modeling the dependence structure between a vector random variable's joint distribution and marginal distributions, copulas are crucial. In this article, we discuss recent research on this...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015580525

Diffusion with generational cohorts

Doshi, Anil R. - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015531801

Determinants of sustainability of informal community-based financial groups : insights from a survival analysis approach

Aganze, Roger; Mersland, Roy; D'Espallier, Bert; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015532472

A stochastic model for predicting the response time of green vs brown stocks to climate change news risk

Fahmy, Hany - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015558686

Estimating policy impact in a difference-in-differences hazard model : a simulation study

Hsieh, David A. - 2025

This article estimates the impact of a policy change on an event probability in a difference-in-differences hazard model using four estimators. We examine the error distributions of the estimators via a simulation experiment with twelve different scenarios. In four simulation scenarios when all...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015515200

A comment on: "Autoregressive conditional duration : a new model for irregularly spaced transaction data"

Cavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015401165

Counterfactual duration analysis

Delgado, Miguel A.; García-Suaza, Andrés - 2025

This article introduces new counterfactual standardization techniques for comparing duration distributions subject to random censoring through counterfactual decompositions. The counterfactual distribution of one population relative to another is computed after estimating the conditional...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015562096

Moment Restrictions for Nonlinear Panel Data Models with Feedback

Bonhomme, Stéphane; Dano, Kevin; Graham, Bryan S. - 2025

Many panel data methods, while allowing for general dependence between covariates and time-invariant agent-specific heterogeneity, place strong a priori restrictions on feedback: how past outcomes, covariates, and heterogeneity map into future covariate levels. Ruling out feedback entirely, as...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015421917

An Augmented Variable Dirichlet Process mixture model for the analysis of dependent lifetimes

Ungolo, Francesco; Laub, Patrick J. - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015450021

Analyzing nurses' decisions to leave their profession : a duration analysis

Kroczek, Martin - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014564128

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Analyzing nurses' decisions to leave their profession : a duration analysis

Kroczek, Martin - 2021

Book / Working Paper

Time varying effects in survival analysis : a novel data-driven method for drift identification and variable selection

Babutsidze, Zakaria; Guerzoni, Marco; Riso, Luigi - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014566819

Pre-crisis conditions and financial crisis duration

Thanh Cong Nguyen; Thuy Tien Ho - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015438717

Evaluating fiscal supports on the public-private partnerships : a hidden risk for contract survival

Nose, Manabu - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015457697

A Dirichlet process mixture regression model for the analysis of competing risk events

Ungolo, Francesco; Heuvel, Edwin R. van den - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015066791

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A Dirichlet Process Mixture regression model for the analysis of competing risk events

Ungolo, Francesco; Heuvel, Edwin van den - 2023

Book / Working Paper

Survival analysis of new intra-European scheduled air services

Klophaus, Richard; Viehmann, Matthias - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015442068

Macroeconomic conditions and bank failure

Wu, Qiongbing; Cole, Rebel A. - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015108368

Knowledge and new firm survival in emerging countries : evidence from Vietnamese manufacturing sector

Nguyet, Nguyen Thi - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015628779

Tail behavior of ACD models and consequences for likelihood-based estimation

Cavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; … - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015073910

Agglomeration and export survival amid institutional challenges : evidence from Malawi using a shared-frailty survival analysis

Banda, Tadala; Chigaru, Farai - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015644300

Improving credit risk assessment in P2P lending with explainable machine learning survival analysis

Bone-Winkel, Gero Friedrich; Reichenbach, Felix - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015078229

Exploring the innovative effort : duration models and heterogeneity

Bontempi, Maria Elena; Lambertini, Luca; Parigi, Giuseppe - 2024

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015078898

Analyzing rational speculative bubbles in S&P 500 index sectors through fractional integration and generalized link-based additive survival models

Dettoni, Robinson; Gil-Alaña, Luis A.; Bahamondes, Cliff - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015560878

Transition to motherhood : the role of health

Simankova, Irina; Tauchmann, Harald - 2024

The age at which women become mothers for the first time is ever increasing in many industrialized countries. Therefore, fertility determinants that might deteriorate with age, such as health, and their effect on reproductive patterns, should be given more attention. We explore the effect of the...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014532025

The underemployment trap

Duan, Jie; Jackson, Paul - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015561010

Discrete-time survival models with neural networks for age-period-cohort analysis of credit risk

Wang, Hao; Bellotti, Anthony; Qu, Rong; Bai, Ruibin - 2024

Survival models have become popular for credit risk estimation. Most current credit risk survival models use an underlying linear model. This is beneficial in terms of interpretability but is restrictive for real-life applications since it cannot discover hidden nonlinearities and interactions...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014497384