Abstract
First an overview of a class of models for recurrent events is given. The class of models considered is known as virtual or effective age models. One of the strengths of this class of models is their ability to account for intervention effects after an event occurrence. Some of the models within this class allow to account for the effects of covariates and the impact of the number of already observed events. After having provided an overview of this class of models, non- and semiparametric inference methods for these models are reviewed. Several open problems in non- and semiparametric inference methods for these models are also described.
Original language | English |
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Pages (from-to) | 105-119 |
Journal | Econometrics and Statistics |
Volume | 28 |
DOIs | |
Publication status | Published - 2023 |
Bibliographical note
Funding Information:The author thanks two referees and an associate editor for useful hints and suggestions that helped to improve the manuscript.
Publisher Copyright:
© 2021 The Author
Keywords
- Counting process
- Effective age
- Empirical process
- non- and semiparametric inference
- Recurrent event