Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/64732 
Erscheinungsjahr: 
2010
Schriftenreihe/Nr.: 
cemmap working paper No. CWP14/10
Verlag: 
Centre for Microdata Methods and Practice (cemmap), London
Zusammenfassung: 
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.
Schlagwörter: 
accelerated failure time models
competing risks
identifiability
Persistent Identifier der Erstveröffentlichung: 
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
259.29 kB





Publikationen in EconStor sind urheberrechtlich geschützt.