Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/168077
Authors: 
Janys, Lena
Year of Publication: 
2017
Series/Report no.: 
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2017: Alternative Geld- und Finanzarchitekturen - Session: Treatment Effects G20-V1
Abstract: 
We examine a new general class of hazard rate models for duration data, containing a parametric and a nonparametric component. Both can be a mix of a time effect and possibly time-dependent marker or covariate effects. A number of well-known models are special cases. In a counting process framework, a general profile likelihood estimator is developed and the parametric component of the model is shown to be asymptotically normal and efficient.
JEL: 
C14
C41
Document Type: 
Conference Paper

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