Mixed Hitting-Time Models

Jaap Abbring

No 2009-62, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: duration analysis; hitting time; identifiability; Levy process; mixture (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (2)

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Related works:
Journal Article: Mixed Hitting‐Time Models (2012)
Working Paper: Mixed hitting-time models (2007)
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