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:	2009
Authors:	Horny, G. ; Picchio, M.
Institutions:	Banque de France
Subject:	lagged duration dependence \| competing risks \| mixed proportional hazard models \| identification

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Extent:	application/pdf
Series:	Working papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	9 pages
Classification:	C14 - Semiparametric and Nonparametric Methods ; C41 - Duration Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008556975