Ny tidsskriftsartikel: Identifiability of the Sign of Covariate Effects in the Competing Risks Model
08/03/2017
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.
Du kan læse hele arbejdspapiret her Identifiability of the Sign of Covariate Effects in the Competing Risks Model
Sidst opdateret: Department of Economics // 08/10/2019