Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/64732
Authors: 
Lee, Sokbae
Lewbel, Arthur
Year of Publication: 
2010
Series/Report no.: 
cemmap working paper CWP14/10
Abstract: 
We provide new conditions for identification of accelerated failure time competing risks models. These include Roy models and some auction models. In our set up, unknown regression functions and the joint survivor function of latent disturbance terms are all nonparametric. We show that this model is identified given covariates that are independent of latent errors, provided that a certain rank condition is satisfied. We present a simple example in which our rank condition for identification is verified. Our identification strategy does not depend on identification at infinity or near zero, and it does not require exclusion assumptions. Given our identification, we show estimation can be accomplished using sieves.
Subjects: 
accelerated failure time models
competing risks
identifiability
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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