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:	2011-10-24
Authors:	PICCHIO, Matteo
Institutions:	Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
Subject:	lagged duration dependence \| mixed proportional hazard models \| identification \| multiple spells \| parallel data

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Extent:	application/pdf
Series:	Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
Type of publication:	Book / Working Paper
Language:	English
Notes:	The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Institut de Recherches Economiques et Sociales (IRES) Number 2011037 8 pages long
Classification:	C14 - Semiparametric and Nonparametric Methods ; C41 - Duration Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009493502