A Monte Carlo study into time-aggregation in continuous and discrete- time hazard models

The purpose of this study is to investigate the effect of time- aggregation in discrete and continuous-time hazard models. A Monte Carlo study is conducted in which data are generated according to underlying continuous and discrete-time processes, which data are aggregated into daily, weekly and mon...

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Bibliographic details
Main Author: Groningen, Michel Wedel University of
Hofstede, Frenkel ter
Format: Paper
Language: English
Place of publication: 1996
Related: Wageningen University, Mansholt Graduate School of Social Sciences
Data of publication: 1996
Series: Mansholt Working Papers
Online Access: available in Bonn?
Database: RePEc IDEAS
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