Lagged duration dependence in mixed proportional hazard models

M. Picchio

Research output: Contribution to journalArticleScientificpeer-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 languageEnglish
Pages (from-to)108-110
JournalEconomics Letters
Volume115
Issue number1
DOIs
Publication statusPublished - 2012

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