We propose a generalized method of moments approach to the accelerated failure time model with correlated survival data. We study the semiparametric rank estimator using martingale-based moments. We ...

Identify characteristics of “good” estimators and be able to compare competing estimators. Construct sound estimators using the techniques of maximum likelihood and method of moments estimation.

This is the metadata section. Skip to content viewer section. We estimate an equilibrium asset pricing model in which agents' preferences have an unobserved external habit using the efficient method ...