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

G. Horny, M. Picchio

Research output: Contribution to journalArticleScientificpeer-review

9 Citations (Scopus)

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.
Original languageEnglish
Pages (from-to)241-243
JournalEconomics Letters
Volume106
Issue number3
Publication statusPublished - 2010

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