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| Author: | Horowitz, J. |
| Title: | Semiparametric estimation of a proportional hazard model with unobserved heterogeneity |
| Journal: | Econometrica
1999 : SEP, VOL. 67:5, p. 1001-1028 |
| Index terms: | ESTIMATION MODELS ECONOMICS |
| Language: | eng |
| Abstract: | The proportional hazard model with unobserved heterogeneity gives the hazard function of a random variable conditional on covariates and a second random variable representing unobserved heterogeneity. This paper shows how to estimate the baseline hazard function and the distribution of the unobserved heterogeneity nonparametrically. The estimators presented here are more general than existing ones. |
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