NONPARAMETRIC IDENTIFICATION OF LATENT COMPETING RISKS MODELS

Gordana Colby and Paul Rilstone

Econometric Theory, 2004, vol. 20, issue 05, pages 883-890

Abstract: This paper shows that nonparametric identification of latent competing risks models is possible without the usual conditional independence and exclusion restrictions.The authors thank Jinyong Hahn, James Heckman, and Shinichi Sakata for useful discussions on the subject matter of this paper. Any errors are the fault of the authors. Research funding for Rilstone was provided by the Social Sciences and Humanities Research Council of Canada.

Date: 2004

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Persistent link: http://EconPapers.repec.org/RePEc:cup:etheor:v:20:y:2004:i:05:p:883-890_20

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