Arbeitspapier
The Non-Parametric Identification of the Mixed Proportional Hazards Competing Risks Model
We prove identification of dependent competing risks models in which each risk has a mixed proportional hazard specification with regressors, and the risks are dependent by way of the unobserved heterogeneity, or frailty, components. We show that the conditions for non-parametric identification given by Heckman and Honoré(1989) can be relaxed. We generalize the results for the case in which multiple spells are observed for each subject.
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper ; No. 00-066/3
- Klassifikation
-
Wirtschaft
- Thema
-
competing risks
mixed proportional hazard
non-parametric identification
frailty
duration model
multiple spells
Kausalanalyse
Multivariate Analyse
Dauer
Risiko
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Abbring, Jaap H.
van den Berg, Gerard J.
- Ereignis
-
Veröffentlichung
- (wer)
-
Tinbergen Institute
- (wo)
-
Amsterdam and Rotterdam
- (wann)
-
2000
- Handle
- Letzte Aktualisierung
-
20.09.2024, 08:24 MESZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Abbring, Jaap H.
- van den Berg, Gerard J.
- Tinbergen Institute
Entstanden
- 2000
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