Abstract
Competing risks models for discretely measured durations are partially identifying due to the unknown dependence structure between risks and the discrete nature of the outcome. This article develops a highly tractable bounds approach for underlying distributions of latent durations by exploiting the discreteness. Bounds are obtained from a system of nonlinear (in)equalities. I devise a sequential solution method that requires much less computational burden than existing methods. Asymptotic properties of bound estimators and a simple bootstrap procedure are provided. I apply the proposed approach to re-evaluate trends in cancer mortality extending the data studied in Honoré and Lleras-Muney (2006). Estimated patterns differ from the original findings.
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