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

G. Horny; M. Picchio

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

G. Horny, M. Picchio

Research output: Contribution to journal › Article › Scientific › peer-review

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 language	English
Pages (from-to)	241-243
Journal	Economics Letters
Volume	106
Issue number	3
Publication status	Published - 2010

Cite this

@article{06f1a2e22d154482a797b0286260f6be,

title = "Identification of lagged duration dependence in multiple-spell competing risks models",

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.",

author = "G. Horny and M. Picchio",

year = "2010",

language = "English",

volume = "106",

pages = "241--243",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier",

number = "3",

}

TY - JOUR

T1 - Identification of lagged duration dependence in multiple-spell competing risks models

AU - Horny, G.

AU - Picchio, M.

PY - 2010

Y1 - 2010

N2 - 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.

AB - 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.

M3 - Article

SN - 0165-1765

VL - 106

SP - 241

EP - 243

JO - Economics Letters

JF - Economics Letters

IS - 3

ER -

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

Abstract

Fingerprint

Cite this