Identification of structural duration dependence and unobserved heterogeneity with time-varying covariates

Known results on the identification of structural duration dependence in the presence of unobserved heterogeneity depend crucially on the proportional hazards assumption. Here, I show that variation in covariates over time, combined with variation across observations, is sufficient to ensure identification without the proportional hazards assumption. The required variation over time is minimal.

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Year of publication:	2000
Authors:	Brinch, Christian
Publisher:	Oslo : University of Oslo, Department of Economics
Subject:	Zeitreihenanalyse \| Theorie \| Statistische Bestandsanalyse \| Korrelation

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Series:	Memorandum ; 2000,20
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	32344413X [GVK] hdl:10419/63159 [Handle]
Classification:	C41 - Duration Analysis
Source:	EconStor

Persistent link: https://www.econbiz.de/10010284442