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dc.contributor.authorAaberge, Rolfen
dc.date.accessioned2012-09-20T13:17:13Z-
dc.date.available2012-09-20T13:17:13Z-
dc.date.issued2002-
dc.identifier.urihttp://hdl.handle.net/10419/63169-
dc.description.abstractAs is known from the economic literature, the notion of negative/positive duration dependence defined in terms of a decreasing/increasing hazard function can solely be used as a basis for revealing whether negative/positive duration dependence is present or not. However, when concern is directed to comparison and measurement of the extent of duration dependence in hazard rate models alternative definitions and methods are called for. To this end we propose a stronger as well as a weaker version of the standard definition of duration dependence and demonstrate that these definitions form a useful basis for developing appropriate duration dependence orderings and summary measures of duration dependence.en
dc.language.isoengen
dc.publisher|aUniversity of Oslo, Department of Economics |cOsloen
dc.relation.ispartofseries|aMemorandum |x2002,07en
dc.subject.jelJ64en
dc.subject.jelen
dc.subject.ddc330en
dc.subject.keywordHazard rate modelsen
dc.subject.keywordduration dependence orderingsen
dc.subject.keywordsummary measures of duration dependenceen
dc.subject.keywordthe Weibull distributionen
dc.subject.keywordPH and MPH modelsen
dc.subject.stwMoral Hazarden
dc.subject.stwTheorieen
dc.subject.stwStatistische Bestandsanalyseen
dc.titleCharacterization and measurement of duration dependence in Hazard rate models-
dc.typeWorking Paperen
dc.identifier.ppn345629051en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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