{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,20]],"date-time":"2025-12-20T22:31:25Z","timestamp":1766269885651},"reference-count":12,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2019,2,20]],"date-time":"2019-02-20T00:00:00Z","timestamp":1550620800000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"},{"start":{"date-parts":[[2019,2,20]],"date-time":"2019-02-20T00:00:00Z","timestamp":1550620800000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":["www.cambridge.org"],"crossmark-restriction":true},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2020,4]]},"abstract":"<jats:p>Nonparametric identification of the Mixed Hazard model is shown. The setup allows for covariates that are random, time-varying, satisfy a rich path structure and are censored by events. For each set of model parameters, an observed process is constructed. The process corresponding to the true model parameters is a martingale, the ones corresponding to incorrect model parameters are not. The unique martingale structure yields a family of moment conditions that only the true parameters can satisfy. These moments identify the model and suggest a GMM estimation approach. The moments do not require use of the hazard function.<\/jats:p>","DOI":"10.1017\/s0266466619000033","type":"journal-article","created":{"date-parts":[[2019,2,20]],"date-time":"2019-02-20T13:57:11Z","timestamp":1550671031000},"page":"331-346","update-policy":"http:\/\/dx.doi.org\/10.1017\/policypage","source":"Crossref","is-referenced-by-count":1,"title":["NONPARAMETRIC IDENTIFICATION OF THE MIXED HAZARD MODEL USING MARTINGALE-BASED MOMENTS"],"prefix":"10.1017","volume":"36","author":[{"given":"Johannes","family":"Ruf","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"James Lewis","family":"Wolter","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2019,2,20]]},"reference":[{"key":"S0266466619000033_ref6","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2013.08.011"},{"key":"S0266466619000033_ref1","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466607070144"},{"key":"S0266466619000033_ref10","doi-asserted-by":"publisher","DOI":"10.2307\/1914140"},{"key":"S0266466619000033_ref4","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0475.2010.00528.x"},{"key":"S0266466619000033_ref11","first-page":"14","volume-title":"American Statistical Association 1994,  Proceedings of the Business and Economics Section","author":"McCall","year":"1994"},{"key":"S0266466619000033_ref9","doi-asserted-by":"publisher","DOI":"10.1093\/qje\/qjt015"},{"key":"S0266466619000033_ref8","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-05265-5"},{"key":"S0266466619000033_ref7","first-page":"75","article-title":"Identifying the hand of past: Distinguishing state dependence from heterogeneity","volume":"81","author":"Heckman","year":"1991","journal-title":"American Economic Review"},{"key":"S0266466619000033_ref3","doi-asserted-by":"publisher","DOI":"10.1002\/jae.2293"},{"key":"S0266466619000033_ref2","doi-asserted-by":"publisher","DOI":"10.1214\/16-ECP4544"},{"key":"S0266466619000033_ref5","doi-asserted-by":"publisher","DOI":"10.3368\/jhr.50.4.873"},{"key":"S0266466619000033_ref12","first-page":"333","volume-title":"Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (University of California, Berkeley, California, 1970\/1971), vol. III: Probability Theory","author":"Stroock","year":"1972"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466619000033","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,3,19]],"date-time":"2020-03-19T15:13:18Z","timestamp":1584630798000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466619000033\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019,2,20]]},"references-count":12,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2020,4]]}},"alternative-id":["S0266466619000033"],"URL":"https:\/\/doi.org\/10.1017\/s0266466619000033","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2019,2,20]]},"assertion":[{"value":"Copyright \u00a9 Cambridge University Press 2019\u00a0","name":"license","label":"License","group":{"name":"copyright_and_licensing","label":"Copyright and Licensing"}}]}}