Non-parametric identification of the mixed hazards model with interval-censored durations
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http://hdl.handle.net/11250/180607Utgivelsesdato
2008Metadata
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- Discussion Papers [1002]
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Abstract:
Econometric duration data are typically interval-censored, that is, not directly observed, but observed to fall within a known interval. Known non-parametric identification results for duration models with unobserved heterogeneity rely crucially on exact observation of durations at a continuous scale. Here, it is established that the mixed hazards model is non-parametrically identified through covariates that vary over time within durations as well as between observations when durations are interval-censored. The results hold for the mixed proportional hazards model as a special case.
Keywords: duration analysis, interval-censoring, non-parametric identification