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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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)
Updated on: 06/12/2018 11:00