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Modelling Space and Time: The Event History Approach

Nathaniel Beck

in Research Strategies in the Social Sciences: A Guide to New Approaches

Published in print:
1998
Published Online:
November 2003
ISBN:
9780198292371
eISBN:
9780191600159
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198292376.003.0009
Subject:
Political Science, Reference

Extending the regression model to analyse duration data, which vary over time and are ’right‐censored’, using the example of government durations. Explanations cover the exponential model and its ... More


Survival Modeling

Darrell Duffie

in Measuring Corporate Default Risk

Published in print:
2011
Published Online:
September 2011
ISBN:
9780199279234
eISBN:
9780191728419
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199279234.003.0002
Subject:
Economics and Finance, Financial Economics

This chapter provides the mathematical foundations for stochastic intensity, on which most of the methodology is based. The intensity of an event such as default is its conditional mean arrival rate, ... More


Modeling Financial Bubbles and Market Crashes

Didier Sornette

in Why Stock Markets Crash: Critical Events in Complex Financial Systems

Published in print:
2017
Published Online:
May 2018
ISBN:
9780691175959
eISBN:
9781400885091
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691175959.003.0005
Subject:
Business and Management, Finance, Accounting, and Banking

This chapter considers two versions of a rational model of speculative bubbles and stock market crashes. According to the first version, stock market prices are driven by the crash hazard that may ... More


Loan Level Modeling of Prepayment and Default

Andrew Davidson and Alexander Levin

in Mortgage Valuation Models: Embedded Options, Risk, and Uncertainty

Published in print:
2014
Published Online:
August 2014
ISBN:
9780199998166
eISBN:
9780199363698
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199998166.003.0013
Subject:
Economics and Finance, Financial Economics

The chapter discusses several modeling approaches aimed at predicting prepayments and default rates given economic scenario, loan, borrower and collateral characteristics. Among those methods are ... More


Internal Migration, Return Migration, and Mortality: Evidence from Panel Data on Union Army Veterans

Mario A. Sánchez (ed.)

in Health and Labor Force Participation over the Life Cycle: Evidence from the Past

Published in print:
2003
Published Online:
February 2013
ISBN:
9780226116181
eISBN:
9780226116198
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226116198.003.0008
Subject:
Economics and Finance, Economic History

This chapter, which examines internal migration in the United States in the nineteenth century, studies the characteristics of intercounty migrants and estimates the hazard rate of changing county of ... More


Factors of Post-Conflict Peace Stabilization

Richard Caplan

in Measuring Peace: Principles, Practices, and Politics

Published in print:
2019
Published Online:
June 2019
ISBN:
9780198810360
eISBN:
9780191847356
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198810360.003.0004
Subject:
Political Science, International Relations and Politics

This chapter (co-written with Anke Hoeffler) seeks to identify factors that contribute to post-conflict peace stabilization based on a quantitative analysis using duration (survival) analysis and a ... More


Change-Point Models

Russell Cheng

in Non-Standard Parametric Statistical Inference

Published in print:
2017
Published Online:
September 2017
ISBN:
9780198505044
eISBN:
9780191746390
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198505044.003.0011
Subject:
Mathematics, Probability / Statistics

This chapter investigates change-point (hazard rate) probability models for the random survival time in some population of interest. A parametric probability distribution is assumed with parameters ... More


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