Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/85509
Authors: 
Abbring, Jaap H.
van den Berg, Gerard J.
Year of Publication: 
2000
Series/Report no.: 
Tinbergen Institute Discussion Paper 00-066/3
Abstract: 
We prove identification of dependent competing risks models in which each risk has a mixed proportional hazard specification with regressors, and the risks are dependent by way of the unobserved heterogeneity, or frailty, components. We show that the conditions for non-parametric identification given by Heckman and Honoré(1989) can be relaxed. We generalize the results for the case in which multiple spells are observed for each subject.
Subjects: 
competing risks
mixed proportional hazard
non-parametric identification
frailty
duration model
multiple spells
Document Type: 
Working Paper

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