Lagged duration dependence in mixed proportional hazard models

M. Picchio

Research output: Contribution to journalArticleScientificpeer-review

Abstract

We study the identification of a mixed proportional hazard model with lagged duration dependence when data provide multiple outcomes per stratum. Within strata variation is exploited to non-parametrically identify lagged duration dependence in more general models than in the literature.
Original languageEnglish
Pages (from-to)108-110
JournalEconomics Letters
Volume115
Issue number1
DOIs
Publication statusPublished - 2012

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Proportional hazards model
Duration dependence

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Picchio, M. / Lagged duration dependence in mixed proportional hazard models. In: Economics Letters. 2012 ; Vol. 115, No. 1. pp. 108-110.
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Lagged duration dependence in mixed proportional hazard models. / Picchio, M.

In: Economics Letters, Vol. 115, No. 1, 2012, p. 108-110.

Research output: Contribution to journalArticleScientificpeer-review

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