Identification of lagged duration dependence in multiple-spell competing risks models

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.

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Year of publication:	2010
Authors:	Horny, Guillaume ; Picchio, Matteo
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 106.2010, 3, p. 241-243
Publisher:	Elsevier
Keywords:	Lagged duration dependence Competing risks Mixed proportional hazard models Identification

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008551340