Title of article
EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY
Author/Authors
Peter Bearse، نويسنده , , José Canals-Cerd? and Paul Rilstone، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
28
From page
281
To page
308
Abstract
This paper develops a new semiparametric approach for the estimation of hazard
functions in the presence of unobserved heterogeneity+ The hazard function is specified
parametrically, whereas the distribution of the unobserved heterogeneity is
indirectly estimated using the method of kernels+ The semiparametric efficiency
bounds are derived+ The estimator obtains these bounds in large samples+
Journal title
ECONOMETRIC THEORY
Serial Year
2007
Journal title
ECONOMETRIC THEORY
Record number
707367
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