Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Publications> Econometrica>The Singularity of the Information Matrix of the Mixed Proportional Hazard Model

Econometrica: Sep, 2003, Volume 71, Issue 5

The Singularity of the Information Matrix of the Mixed Proportional Hazard Model

https://doi.org/10.1111/1468-0262.00460
p. 1579-1589

Geert Ridder, Tiemen M. Woutersen

This paper presents new identification conditions for the mixed proportional hazard model. In particular, the baseline hazard is assumed to be bounded away from 0 and ∞ near  = 0. These conditions ensure that the information matrix is nonsingular. The paper also presents an estimator for the mixed proportional hazard model that converges at rate .

Institutional Access
Log In To View Full Content

Publications

Econometrica

Journal News

December 4, 2024

Update on 2025 Submission and Publication Page Fees at Econometric Society Journals

The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica.  Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
View

Log In


Forgot your password?