Lagged Duration Dependence in Mixed Proportional Hazard Models

Matteo Picchio

No 6089, IZA Discussion Papers from Institute of Labor Economics (IZA)

Abstract: 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.

Keywords: identification; parallel data; lagged duration dependence; mixed proportional hazard models; multiple spells (search for similar items in EconPapers)
JEL-codes: C14 C41 (search for similar items in EconPapers)
Pages: 10 pages
Date: 2011-10
New Economics Papers: this item is included in nep-ecm
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Published - published in: Economics Letters, 2012, 115 (1), 108-110

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Related works:
Journal Article: Lagged duration dependence in mixed proportional hazard models (2012)
Working Paper: Lagged Duration Dependence in Mixed Proportional Hazard Models (2011)
Working Paper: Lagged Duration Dependence in Mixed Proportional Hazard Models (2011)
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