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

G. Horny, M. Picchio

Research output: Contribution to journalArticleScientificpeer-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 languageEnglish
Pages (from-to)241-243
JournalEconomics Letters
Volume106
Issue number3
Publication statusPublished - 2010

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Multiple spells
Proportional hazards model
Competing risks model
Duration dependence
Competing risks

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Horny, G. ; Picchio, M. / Identification of lagged duration dependence in multiple-spell competing risks models. In: Economics Letters. 2010 ; Vol. 106, No. 3. pp. 241-243.
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Identification of lagged duration dependence in multiple-spell competing risks models. / Horny, G.; Picchio, M.

In: Economics Letters, Vol. 106, No. 3, 2010, p. 241-243.

Research output: Contribution to journalArticleScientificpeer-review

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.

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SP - 241

EP - 243

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

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