The Use of Predictive Procedures in Multispell Duration Models

Canadian Journal of Economics/Revue canadienne d économique ◽

10.2307/136103 ◽

1996 ◽

Vol 29 ◽

pp. S541

Author(s):

James R. Walker

Keyword(s):

Duration Models

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Duration Models: The Effect of Firm and Location Characteristics on RBSO Firms’ Survival

Proceedings of the 19th European Conference on Research Methods ◽

10.34190/erm.20.091 ◽

2020 ◽

Keyword(s):

Duration Models

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Diagnostic Analysis and Computational Strategies for Estimating Single Spell Discrete Time Duration Models – A Monte Carlo Study

SSRN Electronic Journal ◽

10.2139/ssrn.1515271 ◽

2009 ◽

Author(s):

Xianghong Li ◽

J. Barry Smith

Keyword(s):

Monte Carlo ◽

Discrete Time ◽

Monte Carlo Study ◽

Duration Models ◽

Diagnostic Analysis ◽

Time Duration

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An Alternative Nonparametric Specification Test in Autoregressive Conditional Duration Models

SSRN Electronic Journal ◽

10.2139/ssrn.2130454 ◽

2012 ◽

Cited By ~ 2

Author(s):

Patrick W. Saart ◽

Jiti Gao

Keyword(s):

Duration Models ◽

Specification Test ◽

Autoregressive Conditional Duration

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Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate

SSRN Electronic Journal ◽

10.2139/ssrn.3373456 ◽

2013 ◽

Author(s):

Sadat Reza ◽

Paul Rilstone

Keyword(s):

Hazard Rate ◽

Efficient Estimation ◽

Duration Models ◽

Semiparametric Efficiency

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The (mis)specification of discrete duration models with unobserved heterogeneity: A Monte Carlo study

Journal of Econometrics ◽

10.1016/j.jeconom.2010.04.003 ◽

2010 ◽

Vol 159 (1) ◽

pp. 1-13 ◽

Cited By ~ 212

Author(s):

Cheti Nicoletti ◽

Concetta Rondinelli

Keyword(s):

Monte Carlo ◽

Unobserved Heterogeneity ◽

Monte Carlo Study ◽

Duration Models

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Hazard-Based Duration Models for Predicting Actual Duration of Highway Projects Using Nonparametric and Parametric Survival Analysis

Journal of Management in Engineering ◽

10.1061/(asce)me.1943-5479.0000700 ◽

2019 ◽

Vol 35 (6) ◽

pp. 04019024 ◽

Cited By ~ 3

Author(s):

Yu Qiao ◽

Samuel Labi ◽

Jon D. Fricker

Keyword(s):

Survival Analysis ◽

Duration Models ◽

Highway Projects ◽

Actual Duration ◽

Parametric Survival ◽

Parametric Survival Analysis

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Nonparametric specification tests for conditional duration models

Journal of Econometrics ◽

10.1016/j.jeconom.2004.06.003 ◽

2005 ◽

Vol 127 (1) ◽

pp. 35-68 ◽

Cited By ~ 67

Author(s):

Marcelo Fernandes ◽

Joachim Grammig

Keyword(s):

Duration Models ◽

Specification Tests

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The Nonparametric Identification of Treatment Effects in Duration Models

Econometrica ◽

10.1111/1468-0262.00456 ◽

2003 ◽

Vol 71 (5) ◽

pp. 1491-1517 ◽

Cited By ~ 269

Author(s):

Jaap H. Abbring ◽

Gerard J. van den Berg

Keyword(s):

Treatment Effects ◽

Duration Models ◽

Nonparametric Identification

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Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application

Expert Systems with Applications ◽

10.1016/j.eswa.2013.11.024 ◽

2014 ◽

Vol 41 (7) ◽

pp. 3323-3332 ◽

Cited By ~ 6

Author(s):

K.H. Ng ◽

Shelton Peiris ◽

Richard Gerlach

Keyword(s):

Comparative Study ◽

Duration Models ◽

Autoregressive Conditional Duration

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Computation in duration models with heterogeneity

Journal of Econometrics ◽

10.1016/0304-4076(85)90071-5 ◽

1985 ◽

Vol 28 (1) ◽

pp. 127-134 ◽

Cited By ~ 7

Author(s):

Donald M. Waldman

Keyword(s):

Duration Models

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