Nonparametric Identification Of The Mixed Hazard Model Using Martingale Based Moments
Work
Year: 2019
Type: article
Abstract: Nonparametric identification of the Mixed Hazard model is shown. The setup allows for covariates that are random, time-varying, satisfy a rich path structure and are censored by events. For each set o... more
Source: Econometric Theory
Authors Johannes Ruf, James Wolter
Institution London School of Economics and Political Science
Cites: 30
Cited by:
Related to: 10
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Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green