Show that the duration data model with Pareto density of the first kind f ( t )
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Show that the duration data model with Pareto density of the first kind , is an accelerated failure time duration model but is not a proportional hazards model. [Show that In can be expressed as a linear regression in with an additive homoskedastic error.]
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Microeconometrics Methods And Applications
ISBN: 9780521848053
1st Edition
Authors: A.Colin Cameron, Pravin K. Trivedi
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