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Nonparametric Identification of Latent Competing Risks and Roy Duration Models

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  • Gordana Paric

    (York University)

  • Paul Rilstone

    (York University)

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    Abstract

    This paper considers nonparametric identification of ``latent'' competing risks and Roy duration models in which one does not know which process has been observed. It is shown that these models are identifiable without the usual conditional independence and exclusion restrictions

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    File URL: http://fmwww.bc.edu/RePEc/es2000/0716.pdf
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    Bibliographic Info

    Paper provided by Econometric Society in its series Econometric Society World Congress 2000 Contributed Papers with number 0716.

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    Date of creation: 01 Aug 2000
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    Handle: RePEc:ecm:wc2000:0716

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    1. Heckman, James J & Honore, Bo E, 1990. "The Empirical Content of the Roy Model," Econometrica, Econometric Society, vol. 58(5), pages 1121-49, September.
    2. Omori, Yoshiaki, 1998. "The Identifiability of Independent Competing Risks Models with Multiple Spells," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 60(1), pages 107-16, February.
    3. Kennan, John, 1985. "The duration of contract strikes in U.S. manufacturing," Journal of Econometrics, Elsevier, vol. 28(1), pages 5-28, April.
    4. Steven Stern & Frederick Holt & Elizabeth Merwin, 1998. "The Lengths of Psychiatric Hospital Stays and Community Stays," Virginia Economics Online Papers 324, University of Virginia, Department of Economics.
    5. Elbers, Chris & Ridder, Geert, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," Review of Economic Studies, Wiley Blackwell, vol. 49(3), pages 403-09, July.
    6. Roehrig, Charles S, 1988. "Conditions for Identification in Nonparametric and Parametic Models," Econometrica, Econometric Society, vol. 56(2), pages 433-47, March.
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