A nested copula duration model for competing risks with multiple spells

2020 ◽  
Vol 150 ◽  
pp. 106986 ◽  
Author(s):  
Simon M.S. Lo ◽  
Enno Mammen ◽  
Ralf A. Wilke
Keyword(s):  
Competing Risks ◽  
Duration Model ◽  
Copula Duration ◽  
Multiple Spells

scholarly journals The collapse of credit booms: a competing risks analysis

2020 ◽  
Vol 47 (6) ◽  
pp. 1437-1465
Author(s):  
Vítor Castro ◽  
Rodrigo Martins
Keyword(s):  
Economic Growth ◽  
Competing Risks ◽  
Design Methodology ◽  
Banking Crises ◽  
Duration Model ◽  
Duration Dependence ◽  
Content Type ◽  
Credit Booms ◽  
Competing Risks Analysis ◽  
Monetary Authorities

PurposeThis paper analyses the collapse of credit booms into soft landings or systemic banking crises.Design/methodology/approachA discrete-time competing risks duration model is employed to disentangle the factors behind the length of benign and harmful credit booms.FindingsThe results show that economic growth and monetary authorities play the major role in explaining the differences in the length and outcome of credit booms. Moreover, both types of credit expansions display positive duration dependence, i.e. both are more likely to end as they grow older, but hard landing credit booms have proven to be longer than those that land softly.Originality/valueThis paper contributes to our understanding of what affects the length of credit booms and why some end up creating havoc and others do not. In particular, it calls the attention to the important role that Central Bank independence plays regarding credit booms length and outcome.

Competing-Risks-Duration Model of Household Vehicle Transactions with Indicators of Changes in Explanatory Variables

1999 ◽  
Vol 1676 (1) ◽  
pp. 116-123 ◽  
Author(s):  
Toshiyuki Yamamoto ◽  
Ryuichi Kitamura ◽  
Seiji Kimura
Keyword(s):  
Competing Risks ◽  
Duration Model ◽  
Explanatory Variables ◽  
Vehicle Transactions

scholarly journals The career paths of agricultural workers: What is the impact of temporary contracts? 

2014 ◽  
Vol 60 (No. 12) ◽  
pp. 553-569
Author(s):  
S. Bellit
Keyword(s):  
Competing Risks ◽  
Career Paths ◽  
Agricultural Sector ◽  
Transition Probabilities ◽  
Duration Model ◽  
Highly Qualified ◽  
Temporary Contract ◽  
Term Contract ◽  
The Impact ◽  
Specific Capital

Agriculture, more than any other sector, is a provider of temporary jobs. The main aim of the paper is to analyze the impact of the temporary contract in agriculture on the probability of remaining employed in this sector. There is used a discrete-time competing risks duration model with two sub-samples, consisting of seasonal contracts and fixed-term contracts. The results show that while the probability of a worker finding a job increases with the number of temporary jobs already amassed in his or her career, this probability decreases with the number of interruptions in employment. There is also shown the effect of time dependence on the transition probabilities. Whether the temporary contract is seasonal or not, the risks of exiting towards non-employment are greatest for the shortest contracts, but the prospects for finding a job do improve thereafter. In the specific case of the fixed-term contract, the chances of converting this to a permanent contract are greater at the legal limit. Finally, the most highly qualified workers are those who leave the agricultural sector. Nevertheless, the risks of exiting are relatively low: agricultural jobs require a specific capital which is difficult to transfer to other sectors.

scholarly journals When and Whom to Join: The Expansion of Ongoing Violent Interstate Conflicts

2013 ◽  
Vol 44 (1) ◽  
pp. 205-238 ◽  
Author(s):  
Kyle A. Joyce ◽  
Faten Ghosn ◽  
Reşat Bayer
Keyword(s):  
Competing Risks ◽  
Statistical Models ◽  
Interstate Conflict ◽  
Third Party ◽  
Democratic Peace ◽  
Duration Model ◽  
Interstate Disputes ◽  
Interstate Conflicts ◽  
Conflict Expansion ◽  
Conflict Research

The opportunity and willingness framework has received much attention in research on interstate conflict expansion. This framework is extended here by examining when and what side third parties join during ongoing conflicts. It is maintained that without examining both timing and side selection, understanding of conflict expansion is limited. The timing and side joined in interstate disputes between 1816 and 2001 are analysed using a competing risks duration model. The findings contribute novel insights into many key debates in conflict research such as balancing versus bandwagoning, as well as alliance reliability and the democratic peace. The results also indicate that relying on statistical models that do not distinguish between which side a third party can join may produce misleading results.

The Identifiability of Independent Competing Risks Models with Multiple Spells

1998 ◽  
Vol 60 (1) ◽  
pp. 107-116 ◽  
Author(s):  
Yoshiaki Omori
Keyword(s):  
Competing Risks ◽  
Multiple Spells

Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave

2021 ◽  
Author(s):  
Cäcilia Lipowski ◽  
Simon M. S. Lo ◽  
Shuolin Shi ◽  
Ralf A. Wilke
Keyword(s):  
Monte Carlo ◽  
Competing Risks ◽  
Maternity Leave ◽  
Multiple Spells

1249: Internal Validation of a Competing-Risks Survival Nomogram for Patients Treated with Cystectomy for Bladder Cancer

2006 ◽  
Vol 175 (4S) ◽  
pp. 402-402
Author(s):  
Alberto Briganti ◽  
K.-H. Felix Chun ◽  
Shahrokh F. Shariat ◽  
Yair Lotan ◽  
Ganesh S. Palapattu ◽  
...  
Keyword(s):  
Bladder Cancer ◽  
Competing Risks ◽  
Internal Validation

Automatic Parameters Estimation of the D. Klatt Phoneme Duration Model

Informatica ◽  
2016 ◽  
Vol 27 (3) ◽  
pp. 573-586
Author(s):  
Pijus Kasparaitis ◽  
Margarita Beniušė
Keyword(s):  
Parameters Estimation ◽  
Duration Model
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