Lagged duration dependence in mixed proportional hazard models

We study the identification of a mixed proportional hazard model with lagged duration dependence when data provide multiple outcomes per stratum. Within strata variation is exploited to non-parametrically identify lagged duration dependence in more general models than in the literature.

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Year of publication:	2012
Authors:	Picchio, Matteo
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 115.2012, 1, p. 108-110
Publisher:	Elsevier
Subject:	Lagged duration dependence \| Mixed proportional hazard models \| Identification \| Multiple spells \| Parallel data

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Type of publication:	Article
Classification:	C14 - Semiparametric and Nonparametric Methods ; C41 - Duration Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010572188