The Correlation of Durations in Multivariate Hazard Rate Models

Gerard van den Berg and T. Steerneman

Working Papers from Groningen State, Institute of Economic Research-

Keywords: econometrics; economic models (search for similar items in EconPapers)
Pages: 23 pages
Date: 1991
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Working Paper: The Correlation of Durations in Multivariate Hazard Rate Models (1991)
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