Lagged duration dependence in mixed proportional hazard models

M. Picchio

doi:10.1016/j.econlet.2011.12.005

Lagged duration dependence in mixed proportional hazard models

M. Picchio

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

3 Citations (Scopus)

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 language	English
Pages (from-to)	108-110
Journal	Economics Letters
Volume	115
Issue number	1
DOIs	https://doi.org/10.1016/j.econlet.2011.12.005
Publication status	Published - 2012

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10.1016/j.econlet.2011.12.005

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title = "Lagged duration dependence in mixed proportional hazard models",

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.",

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DO - 10.1016/j.econlet.2011.12.005

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SP - 108

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JO - Economics Letters

JF - Economics Letters

IS - 1

ER -

Lagged duration dependence in mixed proportional hazard models

Abstract

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