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Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models

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Horny, Guillaume [UCL] Picchio, Matteo [UCL]

We show non-parametric identification of lagged duration dependence in mixed proportional hazard models for duration data, in the presence of competing risks and consecutive spells. We extend the results to the case in which data provide repeated realizations of the consecutive spells competing risks structure for each subject.

Document type Document de travail (Working Paper)
Access type Accès libre
Publication date 2009
Language Anglais
Number of pages 18 pages
Collection ECON Discussion Papers - 2009/01
Affiliations UCL - ESPO/ECON - Département des sciences économiques
UCL - ESPO/ECON - Département des sciences économiques
Keywords Lagged duration dependence ; Competing risks ; MPHmodels ; Identification
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Bibliographic reference Horny, Guillaume ; Picchio, Matteo. Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models. ECON Discussion Papers ; 2009/01 (2009) 18 pages
Permanent URL http://hdl.handle.net/2078.1/22721