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Our specification extends the mixed proportional hazards model, as it allows for the time\u2010varying heterogeneity represented by the unobservable L\u00e9vy processes and it generates the simultaneous termination of both durations with positive probability. We obtain nonparametric identification of all model primitives given competing risks data. A flexible semiparametric estimation procedure is provided and illustrated through the analysis of a real dataset.<\/jats:p>","DOI":"10.3982\/qe1159","type":"journal-article","created":{"date-parts":[[2020,5,5]],"date-time":"2020-05-05T07:43:26Z","timestamp":1588664606000},"page":"535-577","source":"Crossref","is-referenced-by-count":6,"title":["A competing risks model with time\u2010varying heterogeneity and simultaneous failure"],"prefix":"10.3982","volume":"11","author":[{"given":"Ruixuan","family":"Liu","sequence":"first","affiliation":[{"name":"Department of Economics, Emory University"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"2359","published-online":{"date-parts":[[2020]]},"reference":[{"key":"quan200072-bib-0001","first-page":"1","volume-title":"Mathematical Statistics and Probability Theory","author":"Aalen","year":"1980"},{"key":"quan200072-bib-0002","doi-asserted-by":"crossref","DOI":"10.1007\/978-0-387-68560-1","volume-title":"Survival and Event History Analysis: A Process Point of View","author":"Aalen","year":"2008"},{"issue":"2","key":"quan200072-bib-0003","doi-asserted-by":"crossref","first-page":"783","DOI":"10.3982\/ECTA7312","volume":"80","author":"Abbring","year":"2012","journal-title":"Econometrica"},{"issue":"3","key":"quan200072-bib-0004","doi-asserted-by":"crossref","first-page":"701","DOI":"10.1111\/1467-9868.00410","volume":"65","author":"Abbring","year":"2003","journal-title":"Journal of the Royal Statistical Society: Series B (Statistical Methodology)"},{"key":"quan200072-bib-0005","unstructured":"Abbring, J. 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