Working Paper

Estimating a semi-parametric duration model without specifyingheterogeneity


Jerry Hausman, Tiemen M. Woutersen

Published Date

19 August 2005


Working Paper (CWP11/05)

This paper presents a new estimator for the mixed proportionalhazard model that allows for a nonparametric baseline hazard and time-varyingregressors. In particular, this paper allows for discrete measurement of the durations as happens often in practice.

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