Lagged duration dependence in mixed proportional hazard models |
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Authors: | Matteo Picchio |
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Institution: | Sherppa, Department of Social Economics, Ghent University, Belgium Department of Economics, CentER, ReflecT, Tilburg University, The Netherlands IZA, Germany |
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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. |
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Keywords: | C14 C41 |
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