New journal article: Identifiability of the Sign of Covariate Effects in the Competing Risks Model
03/08/2017
CBS, Department of Economics Professor Ralf Wilke and colleagues have worked out a journal article in Econometric Theory with the title Identifiability of the Sign of Covariate Effects in the Competing Risks Model which present a new framework for the identification of competing risks models, which also include Roy models.
You can read the full journal article here Identifiability of the Sign of Covariate Effects in the Competing Risks Model
The page was last edited by: Department of Economics // 10/08/2019