Ny tidsskriftsartikel: Identifiability of the Sign of Covariate Effects in the Competing Risks Model

CBS, Økonomisk Institut ved Professor Ralf Wilke og kolleger har udarbejdet en tidsskriftsartikel i Econometric Theory med titlen Identifiability of the Sign of Covariate Effects in the Competing Risks Model som (på engelsk) present a new framework for the identification of competing risks models, which also include Roy models.

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