NDLI: ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA

Please wait, while we are loading the content...

ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA

Content Provider	Scilit
Author	Lee, Sokbae
Copyright Year	2008
Description	This paper presents a method for estimating a class of panel data duration models, under which an unknown transformation of the duration variable is linearly related to the observed explanatory variables and the unobserved heterogeneity (or frailty) with completely known error distributions. This class of duration models includes a panel data proportional hazards model with fixed effects. The proposed estimator is shown to be $n^{1/2}$-consistent and asymptotically normal with dependent right censoring. The paper provides some discussions on extending the estimator to the cases of longer panels and multiple states. Some Monte Carlo studies are carried out to illustrate the finite-sample performance of the new estimator.
Related Links	http://discovery.ucl.ac.uk/16880/1/16880.pdf https://www.cambridge.org/core/services/aop-cambridge-core/content/view/AAFB495F3A738E0BA93B301645A9B73A/S0266466608080493a.pdf/div-class-title-estimating-panel-data-duration-models-with-censored-data-div.pdf
Ending Page	1276
Page Count	23
Starting Page	1254
ISSN	02664666
e-ISSN	14694360
DOI	10.1017/s0266466608080493
Journal	Econometric Theory
Issue Number	5
Volume Number	24
Language	English
Publisher	Cambridge University Press (CUP)
Publisher Date	2008-10-01
Access Restriction	Open
Subject Keyword	Econometric Theory Statistics and Probability Proportional Hazard Model Censored Data Panel Data Right Censoring Survival Analysis Fixed Effects
Content Type	Text
Resource Type	Article
Subject	Social Sciences Economics and Econometrics

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Estimating panel data duration models with censored data. University college london working paper (2004).

Estimating panel data duration models with censored data

Estimating panel data duration models with censored data. Econometric Theory 24 (2008)

NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS

Semiparametric estimation of a panel data proportional hazards model with fixed effects (2004)

Nearest neighbor hazard estimation with left-truncated duration data

BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS

A Class of Semiparametric Mixture Cure Survival Models With Dependent Censoring

Linear regression for dependently censored panel duration models with nonadditive fixed effects (2005).

ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA

Similar Documents

Estimating panel data duration models with censored data. University college london working paper (2004).

Estimating panel data duration models with censored data

Estimating panel data duration models with censored data. Econometric Theory 24 (2008)

NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS

Semiparametric estimation of a panel data proportional hazards model with fixed effects (2004)

Nearest neighbor hazard estimation with left-truncated duration data

BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS

A Class of Semiparametric Mixture Cure Survival Models With Dependent Censoring

Linear regression for dependently censored panel duration models with nonadditive fixed effects (2005).

ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA