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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- Bart Cockx & Matteo Picchio, 2012.
"Are Short-lived Jobs Stepping Stones to Long-Lasting Jobs?,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 74(5), pages 646-675, October.
- Cockx, B. & Picchio, M., 2010. "Are Short-Lived Jobs Stepping Stones to Long-Lasting Jobs?," Discussion Paper 2010-95, Tilburg University, Center for Economic Research.
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- Fermanian, Jean-David, 2003. "Nonparametric estimation of competing risks models with covariates," Journal of Multivariate Analysis, Elsevier, vol. 85(1), pages 156-191, April.
- Guillaume HORNY & Matteo PICCHIO, 2009.
"Identification of Lagged Duration Dependence in Multiple Spells Competing Risks Models,"
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2009001, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Horny, Guillaume & Picchio, Matteo, 2010. "Identification of lagged duration dependence in multiple-spell competing risks models," Economics Letters, Elsevier, vol. 106(3), pages 241-243, March.
- Horny, G. & Picchio, M., 2009. "Identification of lagged duration dependence in multiple-spell competing risks models," Working papers 260, Banque de France.
- Gordana Paric & Paul Rilstone, 2000. "Nonparametric Identification of Latent Competing Risks and Roy Duration Models," Econometric Society World Congress 2000 Contributed Papers 0716, Econometric Society.
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