English, Article, Journal or magazine article edition: Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models Guillaume, HORNY; Matteo, PICCHIO

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Bookmark: http://trove.nla.gov.au/version/24278
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models
Author
  • Guillaume, HORNY
  • Matteo, PICCHIO
Physical Description
  • preprint
Notes
  • 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 consecutive spells competing risks structure for each subject
  • Lagged duration dependence; competing risks, MPH models, identification
  • RePEc:ctl:louvir:2009001
Language
  • English
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