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Identification of lagged duration dependence in multiple-spell competing risks models
Guillaume Horny and Matteo Picchio
December 2009

Abstract

We show that lagged duration dependence is non-parametrically identified in mixed proportional hazard models for duration data, in the presence of competing risks and consecutive spells

Classification JEL : C14, C41

Keywords : lagged duration dependence, competing risks, mixed proportional hazard models, identification.