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Lagged duration dependence in mixed proportional hazard models
Authors:Matteo Picchio
Institution:
  • Sherppa, Department of Social Economics, Ghent University, Belgium
  • Department of Economics, CentER, ReflecT, Tilburg University, The Netherlands
  • IZA, Germany
  • Abstract:We study the identification of a mixed proportional hazard model with lagged duration dependence when data provide multiple outcomes per stratum. Within strata variation is exploited to non-parametrically identify lagged duration dependence in more general models than in the literature.
    Keywords:C14  C41
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