Lagged Duration Dependence in Mixed Proportional Hazard Models

نویسنده

  • Matteo Picchio
چکیده

Lagged Duration Dependence in Mixed Proportional Hazard Models We study the non-parametric identification of a mixed proportional hazard model with lagged duration dependence when data provide multiple outcomes per individual or stratum. We show that the information conveyed by the within strata variation can be exploited to nonparametrically identify lagged duration dependence in more general models than in the literature. JEL Classification: C14, C41

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تاریخ انتشار 2011