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.

MoreLess

Year of publication:	2011
Authors:	Picchio, Matteo
Publisher:	Bonn : Institute for the Study of Labor (IZA)
Subject:	Statistische Bestandsanalyse \| Lag-Modell \| Theorie \| lagged duration dependence \| mixed proportional hazard models \| identification \| multiple spells \| parallel data

More details

Series:	IZA Discussion Papers ; 6089
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	689847300 [GVK] hdl:10419/58546 [Handle]
Classification:	C14 - Semiparametric and Nonparametric Methods ; C41 - Duration Analysis
Source:	EconStor

Persistent link: https://www.econbiz.de/10010282232