Competing risks models

A competing risks model is a model for multiple durations that start at the same point of time for a given subject, where the subject is observed until the first duration is completed and one also observes which of the durations is completed first. This article gives an overview of the main issues in the empirical econometric analysis of competing risks models. The central problem is the non-identification of dependent competing risks models. Models with regressors can overcome this problem, but it is advisable to include additional data. Alternatively, effects of interest can be bounded.

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Year of publication:	2005
Authors:	van den Berg, Gerard J.
Publisher:	Uppsala : Institute for Labour Market Policy Evaluation (IFAU)
Subject:	Arbeitslosigkeit \| Theorie \| Statistische Bestandsanalyse \| competing risks \| duration model \| duration variable \| censoring \| mixed proportional hazard model \| latent durations \| hazard rate \| unemployment duration \| identification \| multiple spells \| bounds \| regressors \| unobserved heterogeneity \| selection

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Series:	Working Paper ; 2005:25
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	504837826 [GVK] hdl:10419/78667 [Handle]
Classification:	C41 - Duration Analysis ; C51 - Model Construction and Estimation ; J64 - Unemployment: Models, Duration, Incidence, and Job Search
Source:	EconStor

Persistent link: https://www.econbiz.de/10010317935