Abbring, Jaap H.: The Non-Parametric Identification of the Mixed Proportional Hazard Competing Risks Model
World Conference Econometric Society, 2000, Seattle

Jaap H. Abbring, Vrije Universiteit
The Non-Parametric Identification of the Mixed Proportional Hazard Competing Risks Model
Session: C-12-20  Wednesday 16 August 2000  by Abbring, Jaap H.
We show that the conditions for non-parametric identification of the dependent competing risks model with regressors given by Heckman and Honore (1989) can be relaxed. We focus on models in which each risk has a mixed proportional hazard specification, and the risks are dependent by way of the unobserved heterogeneity, or frailty, components. We generalize these results for the case in which multiple spells are observed for each subject.


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