Mortality and Socio-economic Differences in a Competing Risks Model
Author
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996.
"Efficient Tests for an Autoregressive Unit Root,"
Econometrica, Econometric Society, vol. 64(4), pages 813-836, July.
- Graham Elliott & Thomas J. Rothenberg & James H. Stock, 1992. "Efficient Tests for an Autoregressive Unit Root," NBER Technical Working Papers 0130, National Bureau of Economic Research, Inc.
- Robinson, P. M., 1991. "Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression," Journal of Econometrics, Elsevier, vol. 47(1), pages 67-84, January.
- Tanaka, Katsuto, 1999. "The Nonstationary Fractional Unit Root," Econometric Theory, Cambridge University Press, vol. 15(4), pages 549-582, August.
- L. A. Gil‐Alana, 2001.
"Testing Stochastic Cycles in Macroeconomic Time Series,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 22(4), pages 411-430, July.
- Gil-Alaña, Luis A., 2000. "Testing stochastic cycles in macroeconomic time series," SFB 373 Discussion Papers 2000,70, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990.
"Seasonal integration and cointegration,"
Journal of Econometrics, Elsevier, vol. 44(1-2), pages 215-238.
- Hylleberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal, Integration And Cointegration," Papers 6-88-2, Pennsylvania State - Department of Economics.
- Hyllerberg, S. & Engle, R.F. & Granger, C.W.J. & Yoo, B.S., 1988. "Seasonal Integration And Cointegration," Papers 0-88-2, Pennsylvania State - Department of Economics.
- Phillips, P C B, 1987.
"Time Series Regression with a Unit Root,"
Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
- Peter C.B. Phillips, 1985. "Time Series Regression with a Unit Root," Cowles Foundation Discussion Papers 740R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1986.
- repec:bla:jecsur:v:12:y:1998:i:5:p:423-69 is not listed on IDEAS
- Henry L. Gray & Nien‐Fan Zhang & Wayne A. Woodward, 1989. "On Generalized Fractional Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 10(3), pages 233-257, May.
- Bierens, Herman J., 2001.
"Complex Unit Roots And Business Cycles: Are They Real?,"
Econometric Theory, Cambridge University Press, vol. 17(5), pages 962-983, October.
- Herman J. Bierens, 2000. "Complex Unit Roots and Business Cycles: Are They Real?," Econometric Society World Congress 2000 Contributed Papers 0197, Econometric Society.
- Peter C. B. Phillips & Zhijie Xiao, 1998.
"A Primer on Unit Root Testing,"
Journal of Economic Surveys, Wiley Blackwell, vol. 12(5), pages 423-470, December.
- Peter C.B. Phillips & Zhijie Xiao, 1998. "A Primer on Unit Root Testing," Cowles Foundation Discussion Papers 1189, Cowles Foundation for Research in Economics, Yale University.
- Ling, Shiqing & Li, W.K., 2001. "Asymptotic Inference For Nonstationary Fractionally Integrated Autoregressive Moving-Average Models," Econometric Theory, Cambridge University Press, vol. 17(4), pages 738-764, August.
- Christos Agiakloglou & Paul Newbold, 1994. "Lagrange Multiplier Tests For Fractional Difference," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(3), pages 253-262, May.
- repec:cup:etheor:v:9:y:1993:i:3:p:343-62 is not listed on IDEAS
- Sowell, Fallaw, 1990. "The Fractional Unit Root Distribution," Econometrica, Econometric Society, vol. 58(2), pages 495-505, March.
- Saikkonen, Pentti & Luukkonen, Ritva, 1993. "Point Optimal Tests for Testing the Order of Differencing in ARIMA Models," Econometric Theory, Cambridge University Press, vol. 9(3), pages 343-362, June.
- Phillips, P C B, 1987.
"Time Series Regression with a Unit Root,"
Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
- Phillips, P.C.B., 1986. "Testing for a Unit Root in Time Series Regression," Cahiers de recherche 8633, Universite de Montreal, Departement de sciences economiques.
- Peter C.B. Phillips & Pierre Perron, 1986. "Testing for a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers 795R, Cowles Foundation for Research in Economics, Yale University, revised Sep 1987.
- Tom Doan, "undated". "PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test," Statistical Software Components RTS00160, Boston College Department of Economics.
- Sargan, J D & Bhargava, Alok, 1983. "Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle," Econometrica, Econometric Society, vol. 51(3), pages 799-820, May.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Effrosyni Diamantoudi, 2003.
"Equilibrium binding agreements under diverse behavioral assumptions,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(2), pages 431-446, September.
- Effrosyni Diamantoudi, "undated". "Equilibrium Binding Agreements under Diverse Bahavioral Assumptions," Economics Working Papers 2001-9, Department of Economics and Business Economics, Aarhus University.
- Effrosyni Diamantoudi, "undated". "Equilibrium Binding Agreements under Diverse Bahavioral Assumptions," Economics Working Papers 2001-2, Department of Economics and Business Economics, Aarhus University.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
- Javier Haulde & Morten Ørregaard Nielsen, 2022.
"Fractional integration and cointegration,"
CREATES Research Papers
2022-02, Department of Economics and Business Economics, Aarhus University.
- Javier Hualde & Morten {O}rregaard Nielsen, 2022. "Fractional integration and cointegration," Papers 2211.10235, arXiv.org.
- Johansen, Søren & Nielsen, Morten Ørregaard, 2010.
"Likelihood inference for a nonstationary fractional autoregressive model,"
Journal of Econometrics, Elsevier, vol. 158(1), pages 51-66, September.
- Søren Johansen & Morten Ørregaard Nielsen, 2007. "Likelihood Inference for a Nonstationary Fractional Autoregressive Model," Discussion Papers 07-27, University of Copenhagen. Department of Economics.
- Søren Johansen & Morten Ørregaard Nielsen, 2007. "Likelihood inference for a nonstationary fractional autoregressive model," CREATES Research Papers 2007-33, Department of Economics and Business Economics, Aarhus University.
- Morten Ø. Nielsen & S Johansen, 2009. "Likelihood Inference For A Nonstationary Fractional Autoregressive Model," Working Paper 1172, Economics Department, Queen's University.
- Guglielmo Maria Caporale & Luis Gil‐Alana, 2014.
"Long‐Run and Cyclical Dynamics in the US Stock Market,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(2), pages 147-161, March.
- Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2004. "Long-run and Cyclical Dynamics in the US Stock Market," Economics Series 155, Institute for Advanced Studies.
- L.A. Gil-Alana & G.M. caporale, 2004. "Long-run and Cyclical Dynamics in the US Stock Market," Econometric Society 2004 Latin American Meetings 344, Econometric Society.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Long Run And Cyclical Dynamics In The Us Stock Market," Economics and Finance Discussion Papers 05-09, Economics and Finance Section, School of Social Sciences, Brunel University.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2007. "Long Run and Cyclical Dynamics in the US Stock Market," CESifo Working Paper Series 2046, CESifo.
- Christian Fischer & Luis Alberiko Gil-Alana, 2005. "The Nature of the Relationship between International Tourism and International Trade: The Case of Ge," Faculty Working Papers 15/05, School of Economics and Business Administration, University of Navarra.
- Morten Orregaard Nielsen, 2004.
"Efficient inference in multivariate fractionally integrated time series models,"
Econometrics Journal, Royal Economic Society, vol. 7(1), pages 63-97, June.
- Morten Oerregaard Nielsen, "undated". "Efficient Inference in Multivariate Fractionally Integrated Time Series Models," Economics Working Papers 2002-6, Department of Economics and Business Economics, Aarhus University.
- Uwe Hassler & Matei Demetrescu & Adina Tarcolea, 2011. "Asymptotic normal tests for integration in panels with cross-dependent units," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(2), pages 187-204, June.
- Nielsen, Morten Ørregaard, 2009.
"A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic,"
Econometric Theory, Cambridge University Press, vol. 25(6), pages 1515-1544, December.
- Morten Ø. Nielsen, 2008. "A Powerful Test Of The Autoregressive Unit Root Hypothesis Based On A Tuning Parameter Free Statistic," Working Paper 1185, Economics Department, Queen's University.
- Morten Ørregaard Nielsen, 2008. "A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic," CREATES Research Papers 2008-36, Department of Economics and Business Economics, Aarhus University.
- Castro, Tomás del Barrio & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2013.
"The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests,"
Econometric Theory, Cambridge University Press, vol. 29(6), pages 1289-1313, December.
- Paulo M.M. Rodrigues & Tomás del Barrio Castro, 2011. "The Impact of Persistent Cycles on Zero Frequency Unit Root Tests," Working Papers w201124, Banco de Portugal, Economics and Research Department.
- Cho, Cheol-Keun & Amsler, Christine & Schmidt, Peter, 2015. "A test of the null of integer integration against the alternative of fractional integration," Journal of Econometrics, Elsevier, vol. 187(1), pages 217-237.
- Luis A. Gil-Alana & OlaOluwa S. Yaya, 2021.
"Testing fractional unit roots with non-linear smooth break approximations using Fourier functions,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 48(13-15), pages 2542-2559, November.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018. "Testing Fractional Unit Roots with Non-linear Smooth Break Approximations using Fourier functions," MPRA Paper 90516, University Library of Munich, Germany.
- Jürgen Wolters & Uwe Hassler, 2006.
"Unit Root Testing,"
Springer Books, in: Olaf Hübler & Jachim Frohn (ed.), Modern Econometric Analysis, chapter 4, pages 41-56,
Springer.
- Jürgen Wolters & Uwe Hassler, 2006. "Unit root testing," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 90(1), pages 43-58, March.
- Wolters, Jürgen & Hassler, Uwe, 2005. "Unit root testing," Discussion Papers 2005/23, Free University Berlin, School of Business & Economics.
- Laura Mayoral, 2006.
"Further Evidence on the Statistical Properties of Real GNP,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 901-920, December.
- Laura Mayoral, 2005. "Further evidence on the statistical properties of real GNP," Economics Working Papers 955, Department of Economics and Business, Universitat Pompeu Fabra, revised Feb 2006.
- Morten Ø. Nielsen, 2008.
"A Powerful Tuning Parameter Free Test Of The Autoregressive Unit Root Hypothesis,"
Working Paper
1175, Economics Department, Queen's University.
- Nielsen, Morten, 2008. "A Powerful Tuning Parameter Free Test of the Autoregressive Unit Root Hypothesis," Working Papers 08-05, Cornell University, Center for Analytic Economics.
- Guglielmo Maria Caporale & Juncal Cuñado & Luis A. Gil-Alana, 2013.
"Modelling long-run trends and cycles in financial time series data,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 34(3), pages 405-421, May.
- Guglielmo Maria Caporale & Juncal Cunado & Luis A. Gil-Alana, 2008. "Modelling Long-Run Trends and Cycles in Financial Time Series Data," CESifo Working Paper Series 2330, CESifo.
- Luis A. Gil-Alana & Juncal Cuñado & Guglielmo Maria Caporale, 2012. "Modelling Long Run Trends and Cycles in Financial Time Series Data," Faculty Working Papers 13/12, School of Economics and Business Administration, University of Navarra.
- Guglielmo Maria Caporale & Luis Gil-Alana, 2006.
"Long memory at the long-run and the seasonal monthly frequencies in the US money stock,"
Applied Economics Letters, Taylor & Francis Journals, vol. 13(15), pages 965-968.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money Stock," Economics and Finance Discussion Papers 05-16, Economics and Finance Section, School of Social Sciences, Brunel University.
- Chang, Jinyuan & Cheng, Guanghui & Yao, Qiwei, 2022. "Testing for unit roots based on sample autocovariances," LSE Research Online Documents on Economics 114620, London School of Economics and Political Science, LSE Library.
- Michael Jansson & Morten Ørregaard Nielsen, 2012.
"Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis,"
Econometrica, Econometric Society, vol. 80(5), pages 2321-2332, September.
- Michael Jansson & Morten Ø. Nielsen, 2009. "Nearly Efficient Likelihood Ratio Tests Of The Unit Root Hypothesis," Working Paper 1213, Economics Department, Queen's University.
- Michael Jansson & Morten Ørregaard Nielsen, 2009. "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis," CREATES Research Papers 2009-37, Department of Economics and Business Economics, Aarhus University.
- Fan, Yanqin & Gençay, Ramazan, 2010.
"Unit Root Tests With Wavelets,"
Econometric Theory, Cambridge University Press, vol. 26(5), pages 1305-1331, October.
- Gencay, Ramazan & Fan, Yanqin, 2007. "Unit Root Tests with Wavelets," MPRA Paper 9832, University Library of Munich, Germany.
- Bailey, Natalia & Giraitis, Liudas, 2016.
"Spectral approach to parameter-free unit root testing,"
Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 4-16.
- Natalia Bailey & Liudas Giraitis, 2015. "Spectral Approach to Parameter-Free Unit Root Testing," Working Papers 746, Queen Mary University of London, School of Economics and Finance.
More about this item
Keywords
Mortality; competing risks duration model;JEL classification:
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- I12 - Health, Education, and Welfare - - Health - - - Health Behavior
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aah:aarhec:2001-1. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: http://www.econ.au.dk/afn/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.