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

DOI10.1016/J.ECONLET.2009.12.010zbMath1203.91226OpenAlexW3121999529MaRDI QIDQ969501

Matteo Picchio, Guillaume Horny

Publication date: 7 May 2010

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://publications.banque-france.fr/sites/default/files/medias/documents/working-paper_260_2009.pdf

zbMATH Keywords

identificationcompeting riskslagged duration dependencemixed proportional hazard models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (2)

A nested copula duration model for competing risks with multiple spells ⋮ Lagged duration dependence in mixed proportional hazard models

Cites Work

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