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Nonparametric Identification of Latent Competing Risks and Roy Duration Models

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Author Info
Gordana Colby
Raul Rilstone
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. These results can be applied to many retirement and aging decisions including: time to retirement between spouses, financial planning, and health related retirement decisions.

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Publisher Info
Paper provided by McMaster University in its series Social and Economic Dimensions of an Aging Population Research Papers with number 30.

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Length: 24 pages
Date of creation: Sep 2000
Date of revision:
Handle: RePEc:mcm:sedapp:30

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Related research
Keywords: nonparametric identification; duration models; retirement;

Find related papers by JEL classification:
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods

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This page was last updated on 2009-12-18.

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