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Kalbfleisch, J.D. and Prentice, R.L. (1980) The Statistical
Analysis of Failure Time Data Wiley.
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Lancaster, T. (1990) The Econometric Analysis of
Transition Data Cambridge University Press.
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Lancaster, T. (1979) ``Econometric Methods for the Duration of
Unemployment'' Econometrica 47-4 939-956.
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Tsiatis, A. (1981) ``A Large Sample Study of Cox's Regression
Model'' Annals of Statistics 9 93-108.
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Han, A. and Hausman, J.A. (1990) ``Specification and Semiparametric
Estimation of Duration Models'' Journal of Applied
Econometrics 5 1-28.
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Elbers, C. and Ridder, G. (1982) ``True and Spurious Duration
Dependence: the Identifiability of the Proportional Hazards
Model'' Review of Economic Studies 49 402-411.
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Heckman, J.J. and Singer, B. (1984) ``A Method for Minimizing
the Impact of Distributional Assumptions in Econometric Models
of Duration Data'' Econometrica 52 271-320.
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Devine, T.J. and N.M. Kiefer (1990) Empirical Labor
Economics in the Search Framework Cornell University Press.
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Horowitz, J.L. and Ridder, G. (1992) ``Semiparametric Estimation
of a Regression Model with an Unknown Transformation of the
Dependent Variable'' manuscript, University of Iowa.
Parametric Estimation of Discrete Choice Models
John Rust
2001-01-09