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NONPARAMETRIC IDENTIFICATION OF LATENT COMPETING RISKS MODELS

Published online by Cambridge University Press:  01 October 2004

Gordana Colby  and
Paul Rilstone
Gordana Colby
Affiliation:
York University
Paul Rilstone
Affiliation:
York University
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Abstract

This paper shows that nonparametric identification of latent competing risks models is possible without the usual conditional independence and exclusion restrictions.The authors thank Jinyong Hahn, James Heckman, and Shinichi Sakata for useful discussions on the subject matter of this paper. Any errors are the fault of the authors. Research funding for Rilstone was provided by the Social Sciences and Humanities Research Council of Canada.

Type
Research Article
Information
Econometric Theory , Volume 20 , Issue 5 , October 2004 , pp. 883 - 890
Copyright
© 2004 Cambridge University Press

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References

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