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Nonparametric Identification of Latent Competing Risks and Roy Duration Models

Author

Listed:
  • Gordana Paric

    (York University)

  • Paul Rilstone

    (York University)

Abstract

This paper considers nonparametric identification of ``latent'' competing risks and Roy duration models in which one does not know which process has been observed. It is shown that these models are identifiable without the usual conditional independence and exclusion restrictions

Suggested Citation

  • Gordana Paric & Paul Rilstone, 2000. "Nonparametric Identification of Latent Competing Risks and Roy Duration Models," Econometric Society World Congress 2000 Contributed Papers 0716, Econometric Society.
    • Handle: RePEc:ecm:wc2000:0716
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    References listed on IDEAS

    as
    1. Omori, Yoshiaki, 1998. "The Identifiability of Independent Competing Risks Models with Multiple Spells," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 60(1), pages 107-116, February.
    2. Roehrig, Charles S, 1988. "Conditions for Identification in Nonparametric and Parametic Models," Econometrica, Econometric Society, vol. 56(2), pages 433-447, March.
    3. Gordana Colby & Raul Rilstone, 2000. "Structural Estimation of Psychiatric Hospital Stays," Social and Economic Dimensions of an Aging Population Research Papers 32, McMaster University.
    4. Heckman, James J & Honore, Bo E, 1990. "The Empirical Content of the Roy Model," Econometrica, Econometric Society, vol. 58(5), pages 1121-1149, September.
    5. A. D. Roy, 1951. "Some Thoughts On The Distribution Of Earnings," Oxford Economic Papers, Oxford University Press, vol. 3(2), pages 135-146.
    6. Kennan, John, 1985. "The duration of contract strikes in U.S. manufacturing," Journal of Econometrics, Elsevier, vol. 28(1), pages 5-28, April.
    7. Steven Stern & Frederick Holt & Elizabeth Merwin, 1998. "The Lengths of Psychiatric Hospital Stays and Community Stays," Virginia Economics Online Papers 324, University of Virginia, Department of Economics.
    8. Chris Elbers & Geert Ridder, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(3), pages 403-409.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

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