Show simple item record Khan, S Tamer, E 2010-03-09T15:29:27Z 2007-01-01
dc.identifier.citation Journal of Econometrics, 2007, 136 (1), pp. 251 - 280
dc.identifier.issn 0304-4076
dc.description.abstract In this paper we propose estimators for the regression coefficients in censored duration models which are distribution free, impose no parametric specification on the baseline hazard function, and can accommodate general forms of censoring. The estimators are shown to have desirable asymptotic properties and Monte Carlo simulations demonstrate good finite sample performance. Among the data features the new estimators can accommodate are covariate-dependent censoring, double censoring, and fixed (individual or group specific) effects. We also examine the behavior of the estimator in an empirical illustration. © 2006 Elsevier B.V. All rights reserved.
dc.format.extent 251 - 280
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.relation.ispartof Journal of Econometrics
dc.relation.isversionof 10.1016/j.jeconom.2006.03.003
dc.title Partial rank estimation of duration models with general forms of censoring
dc.type Journal Article
dc.department Economics
pubs.issue 1
pubs.organisational-group /Duke
pubs.organisational-group /Duke/Trinity College of Arts & Sciences
pubs.organisational-group /Duke/Trinity College of Arts & Sciences/Economics
pubs.publication-status Published
pubs.volume 136

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