Lagged Duration Dependence in Mixed Proportional Hazard Models

We study the non-parametric identification of a mixed proportional hazard model with lagged duration dependence when data provide multiple outcomes per individual or stratum. We show that the information conveyed by the within strata variation can be exploited to non-parametrically identify lagged duration dependence in more general models than in the literature.

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Year of publication:	2011-10
Authors:	Picchio, Matteo
Institutions:	Institute for the Study of Labor (IZA)
Subject:	identification \| parallel data \| lagged duration dependence \| mixed proportional hazard models \| multiple spells

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Extent:	application/pdf
Series:	IZA Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	published in: Economics Letters, 2012, 115 (1), 108-110 Number 6089 10 pages
Classification:	C14 - Semiparametric and Nonparametric Methods ; C41 - Duration Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009371861