Semiparametric competing risks analysis

Econometrics Journal

Volumn 10, Issue 2, 2007, Pages 193-215

  Canals Cerdá, José ^a   Gurmu, Shiferaw ^b  

^a FEDERAL RESERVE BANK OF PHILADELPHIA   (United States)

^b GEORGIA STATE UNIVERSITY   (United States)

Author keywords

Competing risks; Series approximation; Survival analysis; Unobserved heterogeneity

Indexed keywords

EID: 34347375329     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2007.00205.x     Document Type: Article

References (27)

1. Baker, M. and A. Melino (2000). Duration dependence and non-parametric heterogeneity: A Monte Carlo study. Journal of Econometrics 96, 357-93.
2. Bearse, P., J. Canals-Cerdáand P. Rilstone (2007). Semi-parametric maximum likelihood estimation of duration models with unobserved heterogeneity. Econometric Theory 23, 281-308.
3. Bonnal L., D. Fougére and A. Sérandon (1997). Evaluating the impact of French employment policies on individual labour market histories. Review of Economic Studies 64, 683-713.
4. Butler J. S., K. H. Anderson and R. V. Burkhauser (1989). Work and health after retirement: A competing risks model with semi-parametric unobserved heterogeneity. Review of Economics and Statistics 71, 46-53.
5. Canals-Cerdá J. and S. Gurmu (2005). Premarital birth among young Hispanic women: Evidence from semi-parametric competing risks analysis. Manuscript, University of Colorado-Boulder.
6. Chen S. (2002). Rank estimation of transformation models. Econometrica 70, 1683-97.
7. Chen X. (2007). Large sample sieve estimation of semi-nonparametric models. Forthcoming in Heckman, J. and E. Leamer (Editors), Advances in Econometrics, Vol. 6, Amsterdam: North Holland.
8. Cox, D. R. (1962). Renewal Theory. London: Methuen.
9. Ehrenberg, R. G. and P. G. Mavros (1995). Do doctoral students' financial support patterns affect their times-to-degree and completion probabilities? The Journal of Human Resources 30, 581-609..
10. Flinn C. and J. J. Heckman (1982a). New methods for analyzing structural models of labour force dynamics. Journal of Econometrics 18, 115-68.
11. Flinn C. and J. J. Heckman (1982b). Models for the analysis of labour force dynamics. In Basmann R. and G. Rhodes (Editors), Advances in Econometrics, Vol. 1, Greenwich: JAI Press.
12. Gallant R. and W. Douglas Nychka (1987). Semi-nonparametric maximum likelihood estimation. Econometrica 55 (2), 363-90.
13. Gurmu S. and J. Elder (2000). Generalized bivariate count regression models. Economics Letters 68, 31-36.
14. Gurmu S., P. Rilstone and S. Stern (1999). Semi-parametric estimation of count regression models. Journal of Econometrics 88, 123-50.
15. Han A. and J. A. Hausman (1990). Flexible parametric estimation of duration and competing risk models. Journal of Applied Econometrics 5, 1-28.
16. Heckman J. J. and B. Honore (1989). The identifiability of the competing risks model. Biometrika 76 (2), 325-30.
17. Heckman J. J. and B. Singer (1984). A method of minimizing the impact of distributional assumptions in econometric models for duration data. Econometrica 52, 271-320.
18. Heckman J. J. and C. Taber (1994). Econometric mixture models and more general mixture models for unobservables in duration analysis. Statistical Methods in Medical Research 3, 279-99.
19. Heckman J. J. and J. Walker (1990). The relationship between wages and income and the timing and spacing of births: Evidence from the Swedish longitudinal data. Econometrica 78, 1411-41.
20. Horowitz J. (1996). Semi-parametric estimation of a regression model with an unknown transformation of the dependent variable. Econometrica 64, 103-37.
21. Katz L. and B. Meyer (1990). Unemployment insurance, recall expectations, and unemployment outcomes. Quarterly Journal of Economics 105, 973-1002.
22. Lancaster T. (1979). Econometric methods for the duration of unemployment. Econometrica 47, 939-56.
23. McCall B. (1996). Unemployment insurance rules, joblessness, and part-time work. Econometrica 64, 647-82.
24. Meyer B. D. (1990). Unemployment insurance and unemployment spells. Econometrica 58, 757-82.
25. Tsiatis, A. (1975). A nonidentifiability aspect of the problem of competing risks. Proceedings of the National Academy of Sciences 72, 20-2.
26. Van den Berg G. (2001). Duration models: Specification, identification and multiple durations. Chapter 55 in Heckman J.J. and E. Leamer (Editors), Handbook of Econometrics, Vol. 5, North Holland, Amsterdam: Elselvier.
27. Zhang T. (2003). A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity. University of Oslo, Working Paper.