Canals-Cerdá, José; Gurmu, Shiferaw - In: Econometrics Journal 10 (2007) 2, pp. 193-215
In this paper we analyse a semi-parametric estimation technique for competing risks models based on series expansion of the joint density of the unobserved heterogeneity components. This technique allows for unrestricted correlation among the risks. The finite sample behavior of the estimation...