Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models

Guillaume Horny and Matteo Picchio

No 2009001, LIDAM Discussion Papers IRES from Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)

Abstract: We show non-parametric identification of lagged duration dependence in mixed proportional hazard models for duration data, in the presence of competing risks and consecutive spells. We extend the results to the case in which data provide repeated realizations of consecutive spells competing risks structure for each subject

Keywords: Lagged duration dependence; competing risks, MPH models, identification (search for similar items in EconPapers)
JEL-codes: C14 C41 J64 (search for similar items in EconPapers)
Pages: 18
Date: 2009-02-01
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (9)

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Related works:
Journal Article: Identification of lagged duration dependence in multiple-spell competing risks models (2010)
Working Paper: Identification of lagged duration dependence in multiple-spell competing risks models (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:ctl:louvir:2009001

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