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, M.
Institutions:	Faculteit Economie en Bedrijfskunde, Universiteit Gent
Subject:	lagged duration dependence \| mixed proportional hazard models \| identification \| multiple spells \| parallel data

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Extent:	application/pdf
Series:	Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
Type of publication:	Book / Working Paper
Language:	English
Notes:	9 pages
Classification:	C14 - Semiparametric and Nonparametric Methods ; C41 - Duration Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009392932