Discrete-time mixed proportional hazard model

被引：0

作者：

Bhagia, Div ^{[1
]}

机构：

[1] Calif State Univ Fullerton, Dept Econ, SGMH 3361, Fullerton, CA 92831 USA

来源：

APPLIED ECONOMICS LETTERS | 2025年

关键词：

MPH; survival analysis; unobserved heterogeneity; time-to-event; duration models; nonparametric; DURATION DEPENDENCE; IDENTIFICATION;

D O I：

10.1080/13504851.2025.2483979

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This article provides a constructive proof of identification for the discrete-time variant of the Mixed Proportional Hazard (MPH) model. The identification result is used to develop a nonparametric estimator based on the Generalized Method of Moments (GMM), which converges at root-n rate and is asymptotically normally distributed. Numerical simulations demonstrate that the estimator also performs well in finite samples.

引用

页数：7

共 14 条

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