The non-parametric identification of lagged duration dependence.

DOI10.1016/S0165-1765(02)00004-6zbMath1168.91487OpenAlexW1970917647MaRDI QIDQ1605249

Paul Frijters

Publication date: 15 July 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00004-6

zbMATH Keywords

IdentificationLagged duration dependenceMPH-models

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Lagged duration dependence in mixed proportional hazard models

Cites Work

• The Identifiability of the Proportional Hazard Model
• The Non-Parametric Identification of Generalized Accelerated Failure-Time Models
• True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model
• Identification Results for Duration Models with Multiple Spells

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