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 contunous-time hazard models. A Monte Carlo study is conducted in which data are generated according to underlying contunous and discrete-time processes, which data are aggregated into daily, weekly and monthl...

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Bibliographic details
Main Author: Wedel, M
Ter Hofstede, F
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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