The Identifiability of Independent Competing Risks Models with Multiple Spells
AbstractModels of independent competing risks with multiple spells are becoming popular in the analysis of economic duration data. This paper considers their identifiability. Copyright 1998 by Blackwell Publishing Ltd
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Bibliographic InfoArticle provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics & Statistics.
Volume (Year): 60 (1998)
Issue (Month): 1 (February)
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0305-9049
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- Guillaume HORNY & Matteo PICCHIO, 2009. "Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2009001, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
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