Lagged Duration Dependence in Mixed Proportional Hazard Models

Matteo Picchio

No 2011037, LIDAM Discussion Papers IRES from Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)

Abstract: We study the non-parametric identification of a mixed proportional hazard model with lagged duration dependence when data provide multiple outcomes per individual or stratum. We show that the information conveyed by the within strata variation can be 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)
Pages: 8
Date: 2011-10-24
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http://sites.uclouvain.be/econ/DP/IRES/2011037.pdf (application/pdf)

Related works:
Journal Article: Lagged duration dependence in mixed proportional hazard models (2012)
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:ctl:louvir:2011037

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