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An Additive-Multiplicative Cox-Aalen Subdistribution Hazard Model for Competing Risks Data

Journal of Systems Science & Complexity 2019年第6期32卷 1727-1746页

作者： LI Wanxing LONG Yonghong Department of Statistics School of Mathematics and Information ScienceShaanxi Normal UniversityXi'an 710119China School of Mathematics Renmin University of ChinaBeijing 100872China

This paper proposes a flexible additive-multiplicative Cox-Aalen hazard model which allows time-varying covariate effects for the subdistribution in a competing risks *** ted estimating equation approaches under an covariates-dependent adjusted weight by fitting the Cox proportional hazard model for the censoring distribution are established for inference on the model parametric and nonparametric *** addition,large number properties are presented and the finite sample behavior of the proposed estimators is evaluated through simulation studies,estimators from the proposed method perform satisfactorily on reduction of the *** authors apply our model to a competing risks data set from a tamoxifen trail for breast cancer study.

关键词： Aalen's additive model competing risks cumulative incidence function estimating equation inverse probability of censoring weight proportional hazard function time-varying effects

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Dynamic response pattern of gold prices to economic policy uncertainty

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Transactions of Nonferrous Metals Society of China 2019年第12期29卷 2667-2676页

作者： Gao CHAI Da-ming YOU Jin-yu CHEN School of Business Central South UniversityChangsha 410083China Institute of Metal Resources Strategy Central South UniversityChangsha 410083China

Based on a time-varying parameter structural vector autoregression with stochastic volatility(TVP-SVAR-SV)model,the time-varying effects and country differences of economic policy uncertainty(EPU)on gold prices from August 2006 to December 2017 were *** results show that the effects of global economic policy uncertainty(GEPU)shock on gold prices change over *** changes were positive during 2006-2008 and 2013-2017,while the impacts were negative during 2009-2012,implying that the efficiency of gold as a safe haven is not stable and depends on economic *** are significant country differences regarding the impact of EPU on the price of gold,particularly during the international financial crisis,European debt crisis and Trump *** the international financial crisis,EPU exerts a positive impact on gold prices in most *** the European debt crisis,the impact of EPU on gold prices is mainly negative in the examined *** during the Trump election,the impact displays positive and negative alternating in most countries.

关键词： economic policy uncertainty gold price time-varying effects TVP-SVAR-SV model

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