NONPARAMETRIC IDENTIFICATION OF LATENT COMPETING RISKS MODELS

B-Tier
Journal: Econometric Theory
Year: 2004
Volume: 20
Issue: 5
Pages: 883-890

Authors (2)

Colby, Gordana (not in RePEc) Rilstone, Paul (York University)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

This paper shows that nonparametric identification of latent competing risks models is possible without the usual conditional independence and exclusion restrictions.The authors thank Jinyong Hahn, James Heckman, and Shinichi Sakata for useful discussions on the subject matter of this paper. Any errors are the fault of the authors. Research funding for Rilstone was provided by the Social Sciences and Humanities Research Council of Canada.

Technical Details

RePEc Handle
repec:cup:etheor:v:20:y:2004:i:05:p:883-890_20
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29