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Identification of lagged duration dependence in multiple-spell competing risks models

Horny,G.
; 
Picchio,M.
Abstract
We show that lagged duration dependence is non-parametrically identified in mixed proportional hazard models for duration data, in the presence of competing risks and consecutive spells.
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2010
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Tilburg University Research Output Collection
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Horny, G & Picchio, M 2010, 'Identification of lagged duration dependence in multiple-spell competing risks models', Economics Letters, vol. 106, no. 3, pp. 241-243.
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https://hdl.handle.net/20.500.14602/53073
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