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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
Year of publication:
2000-08-01
Authors: Paric, Gordana ; Rilstone, Paul
Institutions: Econometric Society
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Language: English
Notes:
The text is part of a series Econometric Society World Congress 2000 Contributed Papers Number 0716
Source:
Persistent link: https://www.econbiz.de/10005129749
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