uu.seUppsala University Publications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
An experimental comparison of gradient methods in econometric duration analysis
Uppsala University, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Faculty of Social Sciences, Department of Information Science.
1998 (English)In: COMPUTATIONAL STATISTICS & DATA ANALYSIS, ISSN 0167-9473, Vol. 27, no 1, 83-97 p.Article in journal (Refereed) Published
Abstract [en]

Empirical duration analysis calls for numerical methods to search for a maximum of a non-linear likelihood function. The NEWTON method is probably a common choice. Yet, it might also be an unwise choice, as we demonstrate fitting a large empirical data s

Place, publisher, year, edition, pages
ELSEVIER SCIENCE BV , 1998. Vol. 27, no 1, 83-97 p.
Keyword [en]
UNEMPLOYMENT DURATION; LEAVING UNEMPLOYMENT; COMPETING RISKS; MODELS; PROBABILITY; SWEDEN
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:uu:diva-59685OAI: oai:DiVA.org:uu-59685DiVA: diva2:87595
Note
Addresses: Univ Uppsala, Dept Stat, S-75120 Uppsala, Sweden.Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-14

Open Access in DiVA

No full text

By organisation
Department of Information Science
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 321 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf