Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/78667
Authors: 
van den Berg, Gerard J.
Year of Publication: 
2005
Series/Report no.: 
Working Paper, IFAU - Institute for Labour Market Policy Evaluation 2005:25
Abstract: 
A competing risks model is a model for multiple durations that start at the same point of time for a given subject, where the subject is observed until the first duration is completed and one also observes which of the durations is completed first. This article gives an overview of the main issues in the empirical econometric analysis of competing risks models. The central problem is the non-identification of dependent competing risks models. Models with regressors can overcome this problem, but it is advisable to include additional data. Alternatively, effects of interest can be bounded.
Subjects: 
competing risks
duration model
duration variable
censoring
mixed proportional hazard model
latent durations
hazard rate
unemployment duration
identification
multiple spells
bounds
regressors
unobserved heterogeneity
selection
JEL: 
C41
C51
J64
Document Type: 
Working Paper

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