Lagged duration dependence in mixed proportional hazard models

Matteo Picchio

Economics Letters, 2012, vol. 115, issue 1, 108-110

Abstract: We study the identification of a mixed proportional hazard model with lagged duration dependence when data provide multiple outcomes per stratum. Within strata variation is exploited to non-parametrically identify lagged duration dependence in more general models than in the literature.

Keywords: Lagged duration dependence; Mixed proportional hazard models; Identification; Multiple spells; Parallel data (search for similar items in EconPapers)
JEL-codes: C14 C41 (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (4)

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Related works:
Working Paper: Lagged Duration Dependence in Mixed Proportional Hazard Models (2011)
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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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:115:y:2012:i:1:p:108-110

DOI: 10.1016/j.econlet.2011.12.005

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