Buchumschlag

A general semiparametric approach to inference with marker-dependent hazard rate models

Weitere Versionen anzeigen (3)

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 covariate effects. A number of well-known models are special cases. In a counting process framework, a general...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Berg, Gerard J. van den (VerfasserIn) , Janys, Lena (VerfasserIn) , Mammen, Enno (VerfasserIn) , Nielsen, Jens Perch (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: 2021
In: Journal of econometrics
Year: 2020, Jahrgang: 221, Heft: 1, Pages: 43-67
DOI:10.1016/j.jeconom.2019.05.025
Online-Zugang:Verlag, lizenzpflichtig, Volltext: https://doi.org/10.1016/j.jeconom.2019.05.025
Verlag, lizenzpflichtig, Volltext: https://www.sciencedirect.com/science/article/pii/S0304407620300439
Volltext
Verfasserangaben:Gerard. J. van den Berg, Lena Janys, Enno Mammen, Jens Perch Nielsen

MARC

LEADER 00000caa a2200000 c 4500
001 1753269946
003 DE-627
005 20241230010240.0
007 cr uuu---uuuuu
008 210407r20212020xx |||||o 00| ||eng c
024 7 |a 10.1016/j.jeconom.2019.05.025  |2 doi 
035 |a (DE-627)1753269946 
035 |a (DE-599)KXP1753269946 
035 |a (OCoLC)1341403696 
040 |a DE-627  |b ger  |c DE-627  |e rda 
041 |a eng 
084 |a 17  |2 sdnb 
100 1 |a Berg, Gerard J. van den  |d 1962-  |e VerfasserIn  |0 (DE-588)128382414  |0 (DE-627)37262829X  |0 (DE-576)164569936  |4 aut 
245 1 2 |a A general semiparametric approach to inference with marker-dependent hazard rate models  |c Gerard. J. van den Berg, Lena Janys, Enno Mammen, Jens Perch Nielsen 
264 1 |c 2021 
300 |a 25 
336 |a Text  |b txt  |2 rdacontent 
337 |a Computermedien  |b c  |2 rdamedia 
338 |a Online-Ressource  |b cr  |2 rdacarrier 
500 |a Available online 5 March 2020 
500 |a Gesehen am 07.04.2021 
520 |a 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 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. Finite sample properties are investigated in simulations. The estimator is applied to investigate the long-run relationship between birth weight and later-life mortality. 
534 |c 2020 
650 4 |a Covariate effects 
650 4 |a Duration analysis 
650 4 |a Kernel estimation 
650 4 |a Mortality 
650 4 |a Semiparametric estimation 
700 1 |8 1\p  |a Janys, Lena  |e VerfasserIn  |0 (DE-588)1151466751  |0 (DE-627)1011816377  |0 (DE-576)497798573  |4 aut 
700 1 |a Mammen, Enno  |d 1955-  |e VerfasserIn  |0 (DE-588)170668606  |0 (DE-627)060788658  |0 (DE-576)13153159X  |4 aut 
700 1 |8 2\p  |a Nielsen, Jens Perch  |e VerfasserIn  |0 (DE-588)171421698  |0 (DE-627)061621110  |0 (DE-576)132217368  |4 aut 
773 0 8 |i Enthalten in  |t Journal of econometrics  |d Amsterdam [u.a.] : Elsevier, 1973  |g 221(2021), 1 vom: März, Seite 43-67  |h Online-Ressource  |w (DE-627)253781817  |w (DE-600)1460617-3  |w (DE-576)072794437  |7 nnas  |a A general semiparametric approach to inference with marker-dependent hazard rate models 
773 1 8 |g volume:221  |g year:2021  |g number:1  |g month:03  |g pages:43-67  |g extent:25  |a A general semiparametric approach to inference with marker-dependent hazard rate models 
776 0 8 |i Erscheint auch als  |n Druck-Ausgabe  |a Berg, Gerard J. van den, 1962 -   |t A general semiparametric approach to inference with marker-dependent hazard rate models  |d 2021  |w (DE-627)1770832041 
856 4 0 |u https://doi.org/10.1016/j.jeconom.2019.05.025  |x Verlag  |x Resolving-System  |z lizenzpflichtig  |3 Volltext 
856 4 0 |u https://www.sciencedirect.com/science/article/pii/S0304407620300439  |x Verlag  |z lizenzpflichtig  |3 Volltext 
883 |8 1\p  |a cgwrk  |d 20241001  |q DE-101  |u https://d-nb.info/provenance/plan#cgwrk 
883 |8 2\p  |a cgwrk  |d 20241001  |q DE-101  |u https://d-nb.info/provenance/plan#cgwrk 
951 |a AR 
992 |a 20210407 
993 |a Article 
994 |a 2021 
998 |g 170668606  |a Mammen, Enno  |m 170668606:Mammen, Enno  |d 110000  |d 110200  |d 110000  |d 110400  |e 110000PM170668606  |e 110200PM170668606  |e 110000PM170668606  |e 110400PM170668606  |k 0/110000/  |k 1/110000/110200/  |k 0/110000/  |k 1/110000/110400/  |p 3 
999 |a KXP-PPN1753269946  |e 390310227X 
BIB |a Y 
SER |a journal 
JSO |a {"name":{"displayForm":["Gerard. J. van den Berg, Lena Janys, Enno Mammen, Jens Perch Nielsen"]},"origin":[{"dateIssuedKey":"2021","dateIssuedDisp":"2021"}],"language":["eng"],"recId":"1753269946","note":["Available online 5 March 2020","Gesehen am 07.04.2021"],"relHost":[{"language":["eng"],"part":{"extent":"25","volume":"221","year":"2021","text":"221(2021), 1 vom: März, Seite 43-67","pages":"43-67","issue":"1"},"recId":"253781817","origin":[{"publisher":"Elsevier ; North-Holland Publ. Co.","dateIssuedDisp":"1973-","dateIssuedKey":"1973","publisherPlace":"Amsterdam [u.a.] ; Amsterdam"}],"disp":"A general semiparametric approach to inference with marker-dependent hazard rate modelsJournal of econometrics","pubHistory":["1.1973 - 177.2013; Vol. 178.2014 –"],"id":{"eki":["253781817"],"zdb":["1460617-3"]},"title":[{"title_sort":"Journal of econometrics","title":"Journal of econometrics"}],"physDesc":[{"extent":"Online-Ressource"}],"type":{"media":"Online-Ressource","bibl":"periodical"}}],"physDesc":[{"extent":"25 S."}],"title":[{"title":"A general semiparametric approach to inference with marker-dependent hazard rate models","title_sort":"general semiparametric approach to inference with marker-dependent hazard rate models"}],"type":{"bibl":"article-journal","media":"Online-Ressource"},"id":{"doi":["10.1016/j.jeconom.2019.05.025"],"eki":["1753269946"]},"person":[{"role":"aut","given":"Gerard J. van den","family":"Berg","display":"Berg, Gerard J. van den"},{"role":"aut","given":"Lena","family":"Janys","display":"Janys, Lena"},{"family":"Mammen","display":"Mammen, Enno","role":"aut","given":"Enno"},{"display":"Nielsen, Jens Perch","family":"Nielsen","given":"Jens Perch","role":"aut"}]} 
SRT |a BERGGERARDGENERALSEM2021 

Ähnliche Einträge