An experimental comparison of gradient methods in econometric duration analysis

• Empirical duration analysis calls for numerical methods to search for a maximum of a non-linear likelihood function. The NEWTON method is probably a common choice. Yet, it might also be an unwise choice, as we demonstrate fitting a large empirical data s

Ämnesord

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Nyckelord

UNEMPLOYMENT DURATION; LEAVING UNEMPLOYMENT; COMPETING RISKS; MODELS; PROBABILITY; SWEDEN

Statistics

Statistik

Publikations- och innehållstyp

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