Nonparametric Identification of Latent Competing Risks and Roy Duration Models

This paper considers nonparametric identification of "latent" competing risks and Roy duration models in which one does not know which process has been observed. It is shown that these models are identifiable without the usual conditional independence and exclusion restrictions. These results can be applied to many retirement and aging decisions including: time to retirement between spouses, financial planning, and health related retirement decisions.

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Year of publication:	2000-09
Authors:	Colby, Gordana ; Rilstone, Raul
Institutions:	Department of Economics, McMaster University
Subject:	nonparametric identification \| duration models \| retirement

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Series:	Social and Economic Dimensions of an Aging Population Research Papers.
Type of publication:	Book / Working Paper
Notes:	24 pages
Classification:	C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005635182