True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model
证明，在比例风险模型中，若包含可观测的解释变量，则时间依赖效应与未观测的样本异质性效应是可区分的，并讨论了实际应用。
Lancaster and Nickell (1980) have argued that in the proportional hazard model the effects of time dependence (true duration dependence) and unobserved sample heterogeneity (spurious duration dependence) cannot be distinguished. We show that both effects can be distinguished if the model allows for observed explanatory variables in the hazard. We also discuss the application of our result to practical situations.