For the model specified in the preceding problem, write down the log-likelihood function for each model in

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For the model specified in the preceding problem, write down the log-likelihood function for each model in terms of hazard rates and integrated hazard rates, if both \(T\) and \(\delta\) are observed. Examine the information matrix of the parameters, and show that all the parameters are locally identified because it is nonsingular.

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Microeconometrics Methods And Applications

ISBN: 9780521848053

1st Edition

Authors: A.Colin Cameron, Pravin K. Trivedi

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