A Monte Carlo study into time-aggregation in continuous and discrete- time hazard models
Authors: | Hofstede, Frenkel ter |
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Subject: | Monte Carlo simulation | Continuous-time | Discrete-time | Proportional hazard model | Time-aggregation |
Extent: | text/html |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series The third issue WEP Number 03-96 |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C24 - Truncated and Censored Models ; C41 - Duration Analysis ; C43 - Index Numbers and Aggregation |
Source: |
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A Monte Carlo study into time-aggregation in continuous and discrete- time hazard models
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