Lagged Duration Dependence in Mixed Proportional Hazard Models

Matteo Picchio

Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium from Ghent University, Faculty of Economics and Business Administration

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: 9 pages
Date: 2011-10
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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:rug:rugwps:11/747

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