Search Results

Visible and Invisible Forces: What Drives the Intensity of Trading in the European Carbon Market?,
Iordanis Kalaitzoglou, in Review of Economic Analysis (2019)
Keywords: "Carbon market, Duration modelling Ultra-High Frequency data"

Un sistema di certificazione risk-based per i controlli in agricoltura biologica: un?applicazione tramite Bayesian networks,
Danilo Gambelli, Francesco Solfanelli and Raffaele Zanoli, in Economia agro-alimentare (2011)

Factors affect Chronic Kidney Disease in Gezira Region of Sudan,
Khalafalla Arabi and Fathelraman Shaaeldeen, from University Library of Munich, Germany (2021)
Keywords: disease-related factors, patients' behavior, economic factors, time lag, duration

Methodological Traffic Load Survey of the Road Sv. Leopolda Bogdana Mandica with a Queuing Model,
Martina Bris and Marija Hornis, in Interdisciplinary Management Research (2009)
Keywords: traffic density, stationary traffic counting, peak periods, Poisson queuing model, rationalization, statistical analysis

Crime Prevention Strategies of Bangladesh: An Analysis,
Mahmuda Akter, in American Journal of Trade and Policy (2018)
Keywords: Crime Prevention; Contemporary models; Strategies; Effective Implementation

Fixed effects maximum likelihood estimation of a flexibly parametric proportional hazard model with an application to job exits,
Audrey Light and Yoshiaki Omori, in Economics Letters (2012)
Keywords: Proportional hazard model; Fixed effects; Job mobility; Causal schooling effects;

The Elements for Strategic Thinking of School Principals,
Mata Kaewsang, Somchai Thepsang and Somboon Burasirirakc, from International Institute of Social and Economic Sciences (2015)
Keywords: The Elements, Strategic Thinking, School Principals

Duration Models: Specification, Identification, and Multiple Durations,
Gerard van den Berg, from University Library of Munich, Germany (2000)

The moments of Log-ACD models,
Luc Bauwens, Fausto Galli and Pierre Giot, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2003)
Keywords: duration model, overdispersion, autocorrelation function, high frequency financial data

Determinantes de la deserción estudiantil en la Universidad de Antioquia,
Johanna Vásquez Velásquez, Elkin Castaño Vélez, Santiago Gallón Gómez and Karoll Gomez, from Universidad de Antioquia, CIE (2003)
Keywords: deserción estudiantil, modelos de duración, riesgo proporcional, función de riesgo

Simplified Estimation of Multivariate Duration Models with Unobserved Heterogeneity,
Gordana Colby and Paul Rilstone, from McMaster University (2000)
Keywords: multivariate duration model; retirement

Structural Estimation of Psychiatric Hospital Stays,
Gordana Colby and Paul Rilstone, from McMaster University (2000)
Keywords: psychiatric; hazard rate

On Measurement of the Average Unemployment Duration using Russian Longitudinal Monitoring Survey data,
Kirill Furmanov, in Applied Econometrics (2009)
Keywords: Unemployment duration; hazard function; panel data

Econometric Mixture Models and More General Models for Unobservables in Duration Analysis,
James Heckman and Christopher R. Taber, from National Bureau of Economic Research, Inc (1994)

Fixed Effects Maximum Likelihood Estimation of a Flexibly Parametric Proportional Hazard Model with an Application to Job Exits,
Audrey Light and Yoshiaki Omori, from Ohio State University, Department of Economics (2012)
Keywords: Proportional hazard model, fixed effects

Análisis de la supervivencia de las spin-offs universitarias creadas en España: Factores diferenciales respecto a empresas similares,
David Rodeiro Pazos, María Milagros Vivel Bua, Sara Fernández-López and Maria Jesus Rodríguez Gulías, from Asociación de Economía de la Educación (2016)
Keywords: spin-offs universitarias, supervivencia, fracaso, balance, cuenta resultados

Non-parametric identication of the mixed proportional hazards model with interval-censored durations,
Christian Brinch, from Statistics Norway, Research Department (2009)
Keywords: duration analysis; interval-censoring; non-parametric identication

Non-parametric Identification of the Mixed Hazards Model with Interval-Censored Durations,
Christian Brinch, from Statistics Norway, Research Department (2008)
Keywords: duration analysis; interval-censoring; non-parametric identification

Determinantes de la deserción y graduación universitaria: Una aplicación utilizando modelos de duración,
Paula Inés Giovagnoli, from IIE, Universidad Nacional de La Plata (2002)
Keywords: university students – drop out and graduation

Entrepreneurial Decisions and Liquidity Constraints,
Douglas Holtz-Eakin, David Joulfaian and Harvey Rosen, from Princeton University, Department of Economics, Industrial Relations Section. (1992)
Keywords: entrepreneur, liquidity constraint, new business

Growth Collapses,
Ricardo Hausmann, Francisco Rodríguez and Rodrigo Wagner, from Harvard University, John F. Kennedy School of Government (2006)

Identification of structural duration dependence and unobserved heterogeneity with time-varying,
Christian Brinch, from Oslo University, Department of Economics (2000)
Keywords: duration analysis

A note on the Weibull distribution and time ag gregation bias,
Knut Røed and T. Zhang, from Oslo University, Department of Economics (2000)
Keywords: duration analysis

A new class of ageing distributions,
Martin Riese, from Department of Economics, Johannes Kepler University Linz, Austria (2002)
Keywords: NWUE distribution; stochastic dominance

Determinantes de la deserción y graduación universitaria: Una aplicación utilizando modelos de duración,
Paula Inés Giovagnoli, from Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata (2002)
Keywords: university students – drop out and graduation

Determinants of smoking initiation in South Africa,
Nicole Vellios and Corne Van Walbeek, from Southern Africa Labour and Development Research Unit, University of Cape Town (2014)
Keywords: smoking initiation; survival analysis; South Africa

The Social Effects of Current Economic Crisis on the EU Labor Market,
Aniþucãi Lucian Ionuþ, in Ovidius University Annals, Economic Sciences Series (2012)
Keywords: economic crisis, labor market, housing buble, recession, employment.

Employment Protection and Aggregate Unemployment,
N. Groenewold, from Tasmania - Department of Economics (1996)
Keywords: UNEMPLOYMENT;EMPLOYMENT;LABOUR MARKET;MANPOWER

Le regime d'assurance-chomage en tant que stabilisateur automatique au Canada,
P. Dungan and S. Murphy, from Gouvernement du Canada - Human Resources (1995)
Keywords: ASSURANCE CHOMAGE;EMPLOI;INFLATION

Enhancing the Inclusiveness of the Labour Market in Belgium,
Jens Høj, from OECD Publishing (2013)
Keywords: ageing of the labour force, allocations de chômage, formation des salaires, labour market traps, labour supply and demand, offre de travail et demande, pièges du marché du travail, unemployment benefits, vieillissement de la main-d'oeuvre, wage formation

An Equilibrium Search Model with Capital Accumulation,
L. Korsholm, from Centre for Labour Market and Social Research, Danmark- (1998)
Keywords: UNEMPLOYMENT ; WAGES ; MODELS ; JOB SEARCHING Aarhus C, Danmark.40p.

TOURISM IN ROMANIA AND EUROPEAN UNION,
Lect. Ph.D Constantin Sanda and Lect. Ph.D. Lupsa-Tataru Dana Adriana, in Revista Tinerilor Economisti (The Young Economists Journal) (2009)
Keywords: tourism, Romania, European Union

A Bayesian Analysis of Unobserved Heterogeneity for Unemployment Duration Data in the Presence of Interval Censoring,
Mojtaba Ganjali, T. Baghfalaki and D. Berridge, in International Econometric Review (IER) (2014)
Keywords: Accelerated Failure Time Model, Bayesian Analysis, Interval Censoring, Kaplan-Meier Method, MCMC.

Role de l'heterogeneite non observee dans le processus de selection dans l'emploi,
V. Di Paola and I. Recotillet, from Universite Aix-Marseille III (1998)
Keywords: EMPLOI ; EVALUATION

Selction of the Timing Interval in Structural Time Series Models,
P.G. Casimiro, from ASSET (Association of Southern European Economic Theorists) (1997)
Keywords: ECONOMETRICS ; DYNAMIC ANALYSIS

Market maker and MAS,
Adrian Victor Săndiță and Constantin Durac, in Annals of the University of Petrosani, Economics (2015)
Keywords: Multi-agent Systems, Information Management, Automatic Transactions, Bucharest Stock Exchange

Endogenous Sampling in Duration Models,
Takeshi Amemiya, in Monetary and Economic Studies (2001)

What can Google Tell us about Bitcoin Trading Volume in Croatia? Evidence from the Online Marketplace Localbitcoins,
Tea Livaic and Ana Perisic, in Interdisciplinary Description of Complex Systems - scientific journal (2019)
Keywords: Bitcoin, Google Trends, Granger causality, Toda and Yamamoto approach

Inference for shared-frailty survival models with left-truncated data,
Gerard J. van den Berg and Bettina Drepper, from University of Mannheim, Department of Economics (2012)
Keywords: Stata , duration analysis , hazard rate , unobserved heterogeneity , left-truncation , likelihood function , dynamic selection , twin data

A General Semiparametric Approach to Inference with Marker-Dependent Hazard Rate Models,
Lena Janys, from Verein für Socialpolitik / German Economic Association (2017)

Analysis of Income Convergence in G-20 Countries with Structural Break Unit Root Test,
Mustafa Emre Ertu Rul and Kemaletttin Tanr Seven, in International Journal of Economics and Financial Issues (2018)
Keywords: G-20 Countries, Convergence, Lee-Strazicich (2013) Unit Root Test

A general semiparametric approach to inference with marker-dependent hazard rate models,
Gerard. J. van den Berg, Lena Janys, Enno Mammen and Jens Perch Nielsen, in Journal of Econometrics (2021)
Keywords: Covariate effects; Duration analysis; Kernel estimation; Mortality; Semiparametric estimation;

The likelihood of mixed hitting times,
Jaap H. Abbring and Tim Salimans, in Journal of Econometrics (2021)
Keywords: Duration analysis; First passage time; Identification; Laplace transform; Lévy process; Maximum likelihood; Mellin’s inverse formula; Mixture; Optimal stopping; Strike duration;

Nonparametric Estimation of Cumulative Incidence Functions for Competing Risks Data with Missing Cause of Failure,
Georgios Effraimidis and Christian Dahl, from Department of Economics and Business Economics, Aarhus University (2013)
Keywords: Cumulative incidence function; Inverse probability weighting; Kernel estimation; Local linear estimation; Martingale central limit theorem

Estimating a semi-parametric duration model without specifying heterogeneity,
Jerry A. Hausman and Tiemen Woutersen, in Journal of Econometrics (2014)
Keywords: Mixed proportional hazard model; Time-varying regressors; Heterogeneity;

Bounds on treatment effects on transitions,
Johan Vikström, Geert Ridder and Martin Weidner, in Journal of Econometrics (2018)
Keywords: Partial identification; Duration model; Randomized experiment; Treatment effect;

A Model for Trade Frequency in the Presence of Announcements,
Heather Anderson and Lucy D. Gunn, from Econometric Society (2004)
Keywords: Autoregressive, Trade Probability

Nonparametric analysis of a duration model with stochastic unobserved heterogeneity,
Irene Botosaru, in Journal of Econometrics (2020)
Keywords: Duration model; Lévy process; Nonlinear Volterra integral equation of the first kind; Shape restricted estimation;

Data-driven estimation of diurnal duration patterns,
Yuanhua Feng, from Paderborn University, CIE Center for International Economics (2011)
Keywords: Autoregressive conditional duration, diurnal duration patterns, local linear estimator, bandwidth selection, iterative plug-in.

On the iterative plug-in algorithm for estimating diurnal patterns of financial trade durations,
Yuanhua Feng, Sarah Forstinger and Christian Peitz, from Paderborn University, CIE Center for International Economics (2013)
Keywords: Autoregressive conditional duration, diurnal duration patterns, local linear estimator, iterative plug-in, simulation

Using Indirect Inference to Solve the Initial Conditions Problem,
Mark An and Ming Liu, from University Library of Munich, Germany (1996)
Keywords: labor Market Transistions, Initial Conditions Problem, Indirect Inference

Statistical Inference of a Bivariate Proportional Hazard Model with Grouped Data,
Mark An, from University Library of Munich, Germany (1996)
Keywords: Proportional Hazard, Bivariate Durations, Grouped Data

Modelling financial high frequency data using point processes,
Luc Bauwens and Nikolaus Hautsch, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006)
Keywords: duration, intensity, point process, high frequency data, ACD models

The variance of a rank estimator of transformation models,
Koen Jochmans, in Economics Letters (2012)
Keywords: Influence function; Transformation model; Two-step estimator;

Lagged duration dependence in mixed proportional hazard models,
Matteo Picchio, in Economics Letters (2012)
Keywords: Lagged duration dependence; Mixed proportional hazard models; Identification; Multiple spells; Parallel data;

Nonparametric density estimation for positive time series,
Taoufik Bouezmarni and Jeroen Rombouts, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006)
Keywords: gamma kernel, nonparametric density estimation, mixing process, transaction durations, realised volatility

The Dynamic Process of Economic Takeoff and Industrial Transformation,
Ming-Jen Chang, Ping Wang and Danyang Xie, in Frontiers of Economics in China-Selected Publications from Chinese Universities (2016)
Keywords: economic takeoff; industrial transformation; endogenous skill; technological advancements; saving incentives; preference biases; capital barriers

Matching Estimating of Dynamic Treatment Models: Some Practical Issues,
Michael Lechner, from Department of Economics, University of St. Gallen (2006)
Keywords: Dynamic treatment regimes, nonparametric identification, causal effects, sequential randomisation, programme evaluation, treatment effects, dynamic matching, panel data

A Markov-Switching Multi-Fractal Inter-Trade Duration Model, with Application to U.S. Equities,
Fei Chen, Francis Diebold and Frank Schorfheide, from National Bureau of Economic Research, Inc (2012)

Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects,
Jan Ondrich, from Center for Policy Research, Maxwell School, Syracuse University (2005)
Keywords: proportional hazard, random effects, partial likelihood, GEV class

A family of autoregressive conditional duration models,
Marcelo Fernandes and Joachim Grammig, from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2001)
Keywords: Asymmetry, Box-Cox transformation, mixing property, price duration, shocks impact curve, stationarity

The Unobserved Heterogeneity Distribution in Duration Analysis,
Jaap H. Abbring and Gerard van den Berg, from Tinbergen Institute (2006)
Keywords: duration analysis; exponential mixture; gamma distribution; limit distribution; mixed proportional hazard

Mixed Hitting-Time Models,
Jaap H. Abbring, from Tinbergen Institute (2009)
Keywords: duration analysis; hitting time; identifiability; Lévy process; mixture

A Duration Model with Dynamic Unobserved Heterogeneity,
Irene Botosaru, from Toulouse School of Economics (TSE) (2013)
Keywords: duration analysis; Levy process; dynamic unobserved heterogeneity; identification; mixture

Bayesian Inference for Duration Data with Unobserved and Unknown Heterogeneity: Monte Carlo Evidence and an Application,
M. Daniele Paserman, from Institute of Labor Economics (IZA) (2004)
Keywords: duration data, Dirichlet process, Bayesian inference, Markov chain Monte Carlo simulation

Job Search and Hyperbolic Discounting: Structural Estimation and Policy Evaluation,
M. Daniele Paserman, from Institute of Labor Economics (IZA) (2004)
Keywords: structural estimation, policy evaluation, hyperbolic discounting, job search

Dynamic Treatment Assignment – The Consequences for Evaluations Using Observational Data,
Peter Fredriksson and Per Johansson, from Institute of Labor Economics (IZA) (2004)
Keywords: method of matching, dynamic treatment assignment, treatment effects, program evaluation

Treatment Effect Heterogeneity,
Jeffrey Smith, from Institute of Labor Economics (IZA) (2022)
Keywords: treatment effects, essential heterogeneity, program evaluation

A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model,
Govert Bijwaard, Geert Ridder and Tiemen Woutersen, from Norface Research Programme on Migration, Department of Economics, University College London (2012)
Keywords: mixed proportional hazard, linear rank estimation, counting process.

Modèles semi-paramétriques de survie en temps continu sous R Abstract: Ce document se veut une introduction pratique à la mise en oeuvre sous R des modèles de survie en temps continu dans la cadre semi-paramétrique, souvent appelé modèle de Cox. Après avoir explicité la spécificité des modèles de survie, nous présentons comment mettre en oeuvre le modèle à hasards proportionnels (et notamment comment questionner sa validité). Enfin, un chapitre est aussi consacré à la prise en compte de l’hétérogénéité individuelle inobservée,
Simon Quantin, from Institut National de la Statistique et des Etudes Economiques (2018)
Keywords: Modèles de survie, fragilité

Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown,
Kulan Ranasinghe and Mervyn J. Silvapulle, from Monash University, Department of Econometrics and Business Statistics (2008)
Keywords: Adaptive inference; Conditional duration model; Constrained inference; Efficient semiparametric estimation; Order restricted inference; Semiparametric efficiency bound.

Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown,
Kulan Ranasinghe and Mervyn J. Silvapulle, from Monash University, Department of Econometrics and Business Statistics (2008)
Keywords: Adaptive inference; Conditional duration model; Constrained inference; Efficient semiparametric estimation; Order restricted inference; Semiparametric efficiency bound.

Lagged Duration Dependence in Mixed Proportional Hazard Models,
Matteo Picchio, from Ghent University, Faculty of Economics and Business Administration (2011)
Keywords: lagged duration dependence, mixed proportional hazard models, identification, multiple spells, parallel data.

A (semi-)parametric functional coefficient autoregressive conditional duration model,
Marcelo Fernandes, Marcelo Medeiros and Alvaro Veiga, from Department of Economics PUC-Rio (Brazil) (2006)
Keywords: explosive regimes, quasi-maximum likelihood, sieve estimation, smooth transition, stationarity.

A Simple GMM Estimator for the Semi-Parametric Mixed Proportional Hazard Model,
Govert Bijwaard and Geert Ridder, from Institute of Labor Economics (IZA) (2009)
Keywords: counting process, linear rank estimation, mixed proportional hazard

Inference for Shared-Frailty Survival Models with Left-Truncated Data,
Gerard van den Berg and Bettina Drepper, from Institute of Labor Economics (IZA) (2011)
Keywords: left-truncation, likelihood function, dynamic selection, hazard rate, unobserved heterogeneity, duration analysis, stata, twin data

Lagged Duration Dependence in Mixed Proportional Hazard Models,
Matteo Picchio, from Institute of Labor Economics (IZA) (2011)
Keywords: identification, parallel data, lagged duration dependence, mixed proportional hazard models, multiple spells

A Simple Approach to Treatment Effects on Durations When the Treatment Timing is Chosen,
Myoung-jae Lee and Per Johansson, from Institute of Labor Economics (IZA) (2013)
Keywords: treatment effect, duration, treatment timing, proportional hazard, gamma heterogeneity

Statistical Inference of a Bivariate Proportional Hazard Model with Grouped Data,
Mark An, from Duke University, Department of Economics (1996)

Structural Analysis of Labor Market Transitions Using Indirect Inference,
Mark An and Ming Liu, from Duke University, Department of Economics (1996)

Modelling Financial High Frequency Data Using Point Processes,
Luc Bauwens and Nikolaus Hautsch, from Université catholique de Louvain, Département des Sciences Economiques (2006)
Keywords: Duration, Intensity, Point process, High frequency data, ACD models

Lagged Duration Dependence in Mixed Proportional Hazard Models,
Matteo Picchio, from Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) (2011)
Keywords: lagged duration dependence, mixed proportional hazard models, identification, multiple spells, parallel data

Cox-McFadden Partial and Marginal Likelihoods for the Proportional Hazard Model with Random Effects,
Jan Ondrich, from DIW Berlin, German Institute for Economic Research (2005)
Keywords: Proportional hazard; Random effects; Partial likelihood; GEV class

Identification of lagged duration dependence in multiple-spell competing risks models,
Guillaume Horny and Matteo Picchio, from Banque de France (2009)
Keywords: lagged duration dependence, competing risks, mixed proportional hazard models, identification.

Program evaluation and random program starts,
Peter Fredriksson and Per Johansson, from IFAU - Institute for Evaluation of Labour Market and Education Policy (2002)
Keywords: Treatment effects; dynamic treatment assignment; program evaluation; method of matching

Bounds on treatment effects on transitions,
Geert Ridder and Johan Vikström, from IFAU - Institute for Evaluation of Labour Market and Education Policy (2011)
Keywords: Partial identification; duration model; randomized experiment; treatment effect

Inference for shared-frailty survival models with left-truncated data,
Gerard van den Berg and Bettina Drepper , from IFAU - Institute for Evaluation of Labour Market and Education Policy (2011)
Keywords: Stata; duration analysis; left-truncation; likelihood function; dynamic selection; hazard rate; unobserved heterogeneity; twin data

Bounds On Treatment Effects On Transitions,
Johan Vikström, Geert Ridder and Martin Weidner, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
Keywords: Partial identification, duration model, randomized experiment, treatment effect

Mixed hitting-time models,
Jaap Abbring, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007)

Testing for Independence in Multivariate Duration Models,
Hans Söderberg and Johan Lyhagen, from Stockholm School of Economics (1999)
Keywords: Competing risks; Information matrix test; Bootstrap