Identification of lagged duration dependence in multiple-spell competing risks models

Guillaume Horny and Matteo Picchio

Economics Letters, 2010, vol. 106, issue 3, 241-243

Abstract: We show that lagged duration dependence is non-parametrically identified in mixed proportional hazard models for duration data, in the presence of competing risks and consecutive spells.

Keywords: Lagged; duration; dependence; Competing; risks; Mixed; proportional; hazard; models; Identification (search for similar items in EconPapers)
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (15)

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Related works:
Working Paper: Identification of lagged duration dependence in multiple-spell competing risks models (2009)
Working Paper: Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:106:y:2010:i:3:p:241-243

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