潜在竞争风险模型的非参数识别

NONPARAMETRIC IDENTIFICATION OF LATENT COMPETING RISKS MODELS

Econometric Theory · 2004
被引 8
人大 A-ABS 4

中文导读

证明,在不需要通常的条件独立性和排除性限制条件下,潜在竞争风险模型仍可实现非参数识别。

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.

非参数识别潜在竞争风险模型条件独立性