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.
|Date of creation:||01 Feb 1995|
|Contact details of provider:|| Postal: Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium)|
Fax: +32 10474304
Web page: http://www.uclouvain.be/core
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:cor:louvco:1995016. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Alain GILLIS)
If references are entirely missing, you can add them using this form.