Duration Models
Abstract
This work has been prepared as chapter 19 for the volume Econometrics of Panel Data (2nd ed., Matyas and Sevestre eds., Kluwer Academic Publishers). The main emphasis is on modelling whereas inference problems are only sketched. After a short review on the basic issues on marginal models (i.e. models involving a duration variable only) conditional models are reviewed, namely the proportional hazard model and the accelerated time model. Problems of agregation and of heterogeneity are next examined. Competing risks models are presented with a particular emphasis on the identification of dependence among latent durations. Some examples of dependent durations are given. Finally, right-censoring is treated in the framework of competing riks models.Download Info
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Paper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 1995016.Length:
Date of creation: 01 Feb 1995
Date of revision:
Handle: RePEc:cor:louvco:1995016
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Tuulia Hakola, 2000. "Navigating through the Finnish Pension System," Discussion Papers 224, Government Institute for Economic Research Finland (VATT).
- Cavaco, Sandra & Fougère, Denis & Pouget, Julien, 2005. "Estimating the Effect of a Retraining Program for Displaced Workers on Their Transition to Permanent Jobs," IZA Discussion Papers 1513, Institute for the Study of Labor (IZA).
- Maritza López-Novella, 2003. "Working Paper 16-03 - Effets de certains subsides temporaires à l’embauche : une analyse micro-économique des plans plus et du plan avantage à l’embauche," Working Papers 0316, Federal Planning Bureau, Belgium.
- S. Dufour-Kippelen, 2000. "Dépendance entre l'accès au premier CDI et le départ du domicile parental : une application des modèles de durée bivariés," THEMA Working Papers 2000-16, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Piekkola, Hannu, 2002. "Transferability of Human Capital and Job Switches," Discussion Papers 794, The Research Institute of the Finnish Economy.
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