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

Guillaume Horny and Matteo Picchio

Working papers from Banque de France

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)
JEL-codes: C14 C41 (search for similar items in EconPapers)
Pages: 9 pages
Date: 2009
New Economics Papers: this item is included in nep-ecm
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Citations: View citations in EconPapers (5)

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Related works:
Journal Article: Identification of lagged duration dependence in multiple-spell competing risks models (2010)
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:bfr:banfra:260

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