Working paper series
Identification of lagged duration dependence in multiple-spell competing risks models
Guillaume Horny and Matteo Picchio
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.