True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model

S-Tier
Journal: Review of Economic Studies
Year: 1982
Volume: 49
Issue: 3
Pages: 403-409

Authors (2)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

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

Abstract

Lancaster and Nickell (1980) have argued that in the proportional hazard model the effects of time dependence (true duration dependence) and unobserved sample heterogeneity (spurious duration dependence) cannot be distinguished. We show that both effects can be distinguished if the model allows for observed explanatory variables in the hazard. We also discuss the application of our result to practical situations.

Technical Details

RePEc Handle
repec:oup:restud:v:49:y:1982:i:3:p:403-409.
Journal Field
General
Author Count
2
Added to Database
2026-01-25