Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models

We show non-parametric identification of lagged duration dependence in mixed proportional hazard models for duration data, in the presence of competing risks and consecutive spells. We extend the results to the case in which data provide repeated realizations of consecutive spells competing risks structure for each subject

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Year of publication:	2009-02-01
Authors:	HORNY, Guillaume ; PICCHIO, Matteo
Institutions:	Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
Subject:	Lagged duration dependence \| competing risks \| MPH models \| identification

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Extent:	application/pdf
Series:	Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
Type of publication:	Book / Working Paper
Notes:	The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Institut de Recherches Economiques et Sociales (IRES) Number 2009001 1 pages long
Classification:	C14 - Semiparametric and Nonparametric Methods ; C41 - Duration Analysis ; J64 - Unemployment: Models, Duration, Incidence, and Job Search
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005008078