Lagged duration dependence in mixed proportional hazard models

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 115
Issue: 1
Pages: 108-110

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We study the identification of a mixed proportional hazard model with lagged duration dependence when data provide multiple outcomes per stratum. Within strata variation is exploited to non-parametrically identify lagged duration dependence in more general models than in the literature.

Technical Details

RePEc Handle
repec:eee:ecolet:v:115:y:2012:i:1:p:108-110
Journal Field
General
Author Count
1
Added to Database
2026-01-29