Most nonparametric identification results for the mixed proportional hazards model for single spell duration data depend crucially on the proportional hazards assumption. Here, it is shown that variation in covariates over time, combined with variation across observations, is sufficient to ensure identification without the proportional hazards assumption. The required variation over time is minimal, and the mixed hazards model is identified without the proportional hazards assumption in the presence of standard time-varying covariates.Thanks to K re B vre, Zhiyang Jia, Tore Schweder, Rolf Aaberge, and John K. Dagsvik for useful comments.
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Article provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 23 (2007) Issue (Month): 02 (April) Pages: 349-354 Download reference. The following formats are available: HTML
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