管理研究实证方法msci2019面板数据分析8 alda chapter 13.pptVIP

Chapter 13: Describing continuous-time event occurrence data Salient features of continuous-time event data (§13.1)—what does it mean to collect data in “continuous time” and how is this different from discrete-time? Redefining the survivor and hazard functions and strategies for estimation (§13.1.2 and 13.1.3)—it’s not as straightforward as you might think (or like)—especially for the hazard function The cumulative hazard function (§13.4)——a relative of the hazard function that is easy to estimate in continuous time and whose behavior gives us insight into hazard Developing your intuition abo