Rank estimation of monotone hazard models

Youngki Shin

Economics Letters, 2008, vol. 100, issue 1, 80-82

Abstract: I consider a class of hazard models that satisfy a flexible monotone restriction. A rank estimation procedure can be applied to this class. The result sheds light on the extension of rank estimation methods to hazard models with time-varying covariates.

Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:100:y:2008:i:1:p:80-82

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