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Working Paper Series no. 260: Identification of lagged duration dependence in multiple-spell competing risks models

Abstract

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

Guillaume Horny and Matteo Picchio
December 2009

Classification JEL : C14, C41

Keywords : lagged duration dependence, competing risks, mixed proportional hazard models, identification.

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publication
Working Paper Series no. 260: Identification of lagged duration dependence in multiple-spell competing risks models
  • Published on 12/01/2009
  • EN
  • PDF (251.34 KB)
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Updated on: 11/14/2016 10:23