Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/63159
Authors: 
Brinch, Christian
Year of Publication: 
2000
Series/Report no.: 
Memorandum, Department of Economics, University of Oslo 2000,20
Abstract: 
Known results on the identification of structural duration dependence in the presence of unobserved heterogeneity depend crucially on the proportional hazards assumption. Here, I show that variation in covariates over time, combined with variation across observations, is sufficient to ensure identification without the proportional hazards assumption. The required variation over time is minimal.
JEL: 
C41
Document Type: 
Working Paper

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