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
Authors:	Picchio, Matteo
Publisher:	[2011]: [S.l.] : SSRN
Subject:	Statistische Bestandsanalyse \| Duration analysis \| Theorie \| Theory \| Lag-Modell \| Lag model

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Extent:	1 Online-Ressource (10 p)
Series:	IZA Discussion Paper ; No. 6089
Type of publication:	Book / Working Paper
Language:	English
Other identifiers:	10.2139/ssrn.1958745 [DOI]
Classification:	C14 - Semiparametric and Nonparametric Methods ; C41 - Duration Analysis
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013118527