Duration models:

2020 ◽

Keyword(s):

Duration Models

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Diagnostic Analysis and Computational Strategies for Estimating Single Spell Discrete Time Duration Models – A Monte Carlo Study

SSRN Electronic Journal ◽

10.2139/ssrn.1515271 ◽

2009 ◽

Author(s):

Xianghong Li ◽

J. Barry Smith

Keyword(s):

Monte Carlo ◽

Discrete Time ◽

Monte Carlo Study ◽

Duration Models ◽

Diagnostic Analysis ◽

Time Duration

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An Alternative Nonparametric Specification Test in Autoregressive Conditional Duration Models

SSRN Electronic Journal ◽

10.2139/ssrn.2130454 ◽

2012 ◽

Cited By ~ 2

Author(s):

Patrick W. Saart ◽

Jiti Gao

Keyword(s):

Duration Models ◽

Specification Test ◽

Autoregressive Conditional Duration

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Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate

SSRN Electronic Journal ◽

10.2139/ssrn.3373456 ◽

2013 ◽

Author(s):

Sadat Reza ◽

Paul Rilstone

Keyword(s):

Hazard Rate ◽

Efficient Estimation ◽

Duration Models ◽

Semiparametric Efficiency

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The (mis)specification of discrete duration models with unobserved heterogeneity: A Monte Carlo study

Journal of Econometrics ◽

10.1016/j.jeconom.2010.04.003 ◽

2010 ◽

Vol 159 (1) ◽

pp. 1-13 ◽

Cited By ~ 212

Author(s):

Cheti Nicoletti ◽

Concetta Rondinelli

Keyword(s):

Monte Carlo ◽

Unobserved Heterogeneity ◽

Monte Carlo Study ◽

Duration Models

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The Use of Predictive Procedures in Multispell Duration Models

Canadian Journal of Economics/Revue canadienne d économique ◽

10.2307/136103 ◽

1996 ◽

Vol 29 ◽

pp. S541

Author(s):

James R. Walker

Keyword(s):

Duration Models

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Hazard-Based Duration Models for Predicting Actual Duration of Highway Projects Using Nonparametric and Parametric Survival Analysis

Journal of Management in Engineering ◽

10.1061/(asce)me.1943-5479.0000700 ◽

2019 ◽

Vol 35 (6) ◽

pp. 04019024 ◽

Cited By ~ 3

Author(s):

Yu Qiao ◽

Samuel Labi ◽

Jon D. Fricker

Keyword(s):

Survival Analysis ◽

Duration Models ◽

Highway Projects ◽

Actual Duration ◽

Parametric Survival ◽

Parametric Survival Analysis

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Nonparametric specification tests for conditional duration models

Journal of Econometrics ◽

10.1016/j.jeconom.2004.06.003 ◽

2005 ◽

Vol 127 (1) ◽

pp. 35-68 ◽

Cited By ~ 67

Author(s):

Marcelo Fernandes ◽

Joachim Grammig

Keyword(s):

Duration Models ◽

Specification Tests

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The Nonparametric Identification of Treatment Effects in Duration Models

Econometrica ◽

10.1111/1468-0262.00456 ◽

2003 ◽

Vol 71 (5) ◽

pp. 1491-1517 ◽

Cited By ~ 269

Author(s):

Jaap H. Abbring ◽

Gerard J. van den Berg

Keyword(s):

Treatment Effects ◽

Duration Models ◽

Nonparametric Identification

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Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application

Expert Systems with Applications ◽

10.1016/j.eswa.2013.11.024 ◽

2014 ◽

Vol 41 (7) ◽

pp. 3323-3332 ◽

Cited By ~ 6

Author(s):

K.H. Ng ◽

Shelton Peiris ◽

Richard Gerlach

Keyword(s):

Comparative Study ◽

Duration Models ◽

Autoregressive Conditional Duration

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Duration Models: The Effect of Firm and Location Characteristics on RBSO Firms’ Survival

Diagnostic Analysis and Computational Strategies for Estimating Single Spell Discrete Time Duration Models – A Monte Carlo Study

An Alternative Nonparametric Specification Test in Autoregressive Conditional Duration Models

Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate

The (mis)specification of discrete duration models with unobserved heterogeneity: A Monte Carlo study

The Use of Predictive Procedures in Multispell Duration Models

Hazard-Based Duration Models for Predicting Actual Duration of Highway Projects Using Nonparametric and Parametric Survival Analysis

Nonparametric specification tests for conditional duration models

The Nonparametric Identification of Treatment Effects in Duration Models

Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application

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