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Bayesian analysis of duration models: an application to Chapter 11 bankruptcy

✍ Scribed by Kai Li

Book ID: 117333467
Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 56 KB
Volume: 63
Category: Article
ISSN: 0165-1765
DOI: 10.1016/s0165-1765(99)00052-x

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## Abstract This paper proposes a Bayesian estimator for a discrete time duration model which incorporates a non‐parametric specification of the unobserved heterogeneity distribution, through the use of a Dirichlet process prior. This estimator offers distinct advantages over the Nonparametric Maxi