Journal ArticleDOI
Econometric duration analysis
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This article is published in Journal of Econometrics.The article was published on 1984-01-01. It has received 654 citations till now. The article focuses on the topics: Duration (project management).read more
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Econometric models based on count data. Comparisons and applications of some estimators and tests
TL;DR: In this article, the authors deal with specification, estimation and tests of single equation reduced form type equations in which the dependent variable takes only non-negative integer values, and provide a detailed application of the estimators and tests to a model of the number of doctor consultations.
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A latent class model for discrete choice analysis: contrasts with mixed logit
TL;DR: This paper proposes a semi-parametric extension of the MNL, based on the latent class formulation, which resembles the mixed logit model but which relaxes its requirement that the analyst makes specific assumptions about the distributions of parameters across individuals.
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A latent class model for discrete choice analysis: contrasts with mixed logit
TL;DR: This paper proposed a semi-parametric extension of the multinomial logit model based on the latent class formulation, which relaxes its requirement that the analyst make specific assumptions about the distributions of parameters across individuals.
Journal ArticleDOI
The Choice Theory Approach to Market Research
TL;DR: The authors surveys economic choice theory, stressing developments that permit use of data from psychometric and conjoint experiments to produce market demand forecasts, and a new method for estimating multinomial probits is described.
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Hazardous times for monetary policy : What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?
TL;DR: In this paper, the authors identify the effects of monetary policy on credit risk-taking with an exhaustive credit register of loan applications and contracts, and find that a lower overnight interest rate induces lowly capitalized banks to grant more loan applications to ex ante risky firms and to commit larger loan volumes with fewer collateral requirements to these firms, yet with a higher ex post likelihood of default.
References
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An Introduction to Probability Theory and Its Applications.
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The Statistical Analysis of Failure Time Data.
Book
Real and complex analysis
TL;DR: In this paper, the Riesz representation theorem is used to describe the regularity properties of Borel measures and their relation to the Radon-Nikodym theorem of continuous functions.