Staff Publications

Staff Publications

  • external user (warningwarning)
  • Log in as
  • language uk
  • About

    'Staff publications' is the digital repository of Wageningen University & Research

    'Staff publications' contains references to publications authored by Wageningen University staff from 1976 onward.

    Publications authored by the staff of the Research Institutes are available from 1995 onwards.

    Full text documents are added when available. The database is updated daily and currently holds about 240,000 items, of which 72,000 in open access.

    We have a manual that explains all the features 

Record number 63308
Title Time Aggregation Effects on the Baseline of Continuous-Time and Discrete-Time Hazard Models
Author(s) Hofstede, F. ter; Wedel, M.
Source Economics Letters 64 (1999)May. - ISSN 0165-1765 - p. 145 - 150.
Department(s) Marketing and Consumer Behaviour
Publication type Refereed Article in a scientific journal
Publication year 1999
Abstract In this study we reinvestigate the effect of time-aggregation for discrete- and continuous-time hazard models. We reanalyze the results of a previous Monte Carlo study by ter Hofstede and Wedel (1998), in which the effects of time-aggregation on the parameter estimates of hazard models were investigated. Whereas the previous study shows that the estimates of the baseline parameters of continuous- and discrete-time models suffer a lot from time-aggregation, we show that the effects on the baseline hazard itself are much smaller, in particular for the continuous-time model.
There are no comments yet. You can post the first one!
Post a comment
Please log in to use this service. Login as Wageningen University & Research user or guest user in upper right hand corner of this page.