Identification of lagged duration dependence in multiple-spell competing risks models
We show that lagged duration dependence is non-parametrically identified in mixed proportional hazard models for duration data, in the presence of competing risks and consecutive spells.
Year of publication: |
2010
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---|---|
Authors: | Horny, Guillaume ; Picchio, Matteo |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 106.2010, 3, p. 241-243
|
Publisher: |
Elsevier |
Keywords: | Lagged duration dependence Competing risks Mixed proportional hazard models Identification |
Saved in:
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