Zobrazeno 1 - 10
of 69
pro vyhledávání: '"multiple spells"'
Publikováno v:
Journal of the Royal Statistical Society. Series B (Statistical Methodology), 2003 Jan 01. 65(3), 701-710.
Externí odkaz:
https://www.jstor.org/stable/3647546
Akademický článek
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Autor:
Weißbach, Rafael, Walter, Ronja
Publikováno v:
Journal of Econometrics, 155, 2, 188-194
"We study the time-stationarity of rating transitions, modelled by a time-continuous discrete-state Markov process and derive a likelihood ratio test. For multiple Markov processes from a multiplicative intensity model, maximum likelihood parameter e
Externí odkaz:
http://www.ssoar.info/ssoar/handle/document/26851
Autor:
Matteo Picchio
Publikováno v:
Economics Letters, 115(1), 108-110. Elsevier
We study the non-parametric identification of a mixed proportional hazard model with lagged duration dependence when data provide multiple outcomes per individual or stratum. We show that the information conveyed by the within strata variation can be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::232a35d7070c60d60d5a10f02f24a65b
http://wps-feb.ugent.be/Papers/wp_11_747.pdf
http://wps-feb.ugent.be/Papers/wp_11_747.pdf
Autor:
Arranz Muñoz, José María, Cantó, Olga
Publikováno v:
e_Buah Biblioteca Digital Universidad de Alcalá
instname
instname
The analysis of poverty dynamics yields important insights about the expected effectiveness of alternative social policies on poverty reduction. This paper analyses the effect of spell recurrence on poverty dynamics taking into account multiple pover
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::ff5669acec597eea27dee09786198a7d
https://hdl.handle.net/10419/54173
https://hdl.handle.net/10419/54173
Autor:
Voß, Sebastian, Weißbach, Rafael
When modeling rating transitions as a continuous time Markov process, it is crucial to monitor the solvency of the debtors in small periodic intervals, in order to obtain suitable data for parameter estimation. If this is not done, the transition tim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8c84b8ce6327e93b8b4d9439123fb6d3
Autor:
Iryna Kyzyma
Using data from the German Socio-Economic Panel, this study explores how the duration of poverty and its determinants evolved in Germany between the early 1990s and the late 2000s. Shifts in the duration of poverty over time are captured with the app
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9c50f4903e33961ffc122abf1a7e9d5f
https://www.liser.lu/publi_viewer.cfm?tmp=2575
https://www.liser.lu/publi_viewer.cfm?tmp=2575
This paper studies how unemployment and employment durations for immigrants and natives respond differently to changes in the economic conditions due to the 2008 crisis and to the receipt of unemployment benefits when the economy declines. Using admi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::6e57af91d277902dfe849613e5fe16c6
http://www.upo.es/serv/bib/wps/econ1213.pdf
http://www.upo.es/serv/bib/wps/econ1213.pdf
This paper studies how unemployment and employment durations for immigrants and natives respond differently to changes in the economic conditions due to the 2008 crisis and to the receipt of unemployment benefits when the economy declines. Using admi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::a68d0dcff6e93cacb89e8caa34f41168
http://e-archivo.uc3m.es/bitstream/handle/10016/15903/we1232.pdf?sequence=1
http://e-archivo.uc3m.es/bitstream/handle/10016/15903/we1232.pdf?sequence=1