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True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model

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  • Chris Elbers
  • Geert Ridder

Abstract

Lancaster and Nickell (1980) have argued that in the proportional hazard model the effects of time dependence (true duration dependence) and unobserved sample heterogeneity (spurious duration dependence) cannot be distinguished. We show that both effects can be distinguished if the model allows for observed explanatory variables in the hazard. We also discuss the application of our result to practical situations.

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  • Chris Elbers & Geert Ridder, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(3), pages 403-409.
    • Handle: RePEc:oup:restud:v:49:y:1982:i:3:p:403-409.
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    File URL: http://hdl.handle.net/10.2307/2297364
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