Non-parametric Identification of the Mixed Hazards Model with Interval-Censored Durations

Christian Brinch

Discussion Papers from Statistics Norway, Research Department

Abstract: Econometric duration data are typically interval-censored, that is, not directly observed, but observed to fall within a known interval. Known non-parametric identification results for duration models with unobserved heterogeneity rely crucially on exact observation of durations at a continuous scale. Here, it is established that the mixed hazards model is non-parametrically identified through covariates that vary over time within durations as well as between observations when durations are interval-censored. The results hold for the mixed proportional hazards model as a special case.

Keywords: duration analysis; interval-censoring; non-parametric identification (search for similar items in EconPapers)
JEL-codes: C41 (search for similar items in EconPapers)
Date: 2008-04
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (1)

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