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Duration Models


  • FLORENS, Jean-Pierre

    (IDEI, GREMAQ, Universite des Sciences Sociales de Toulouse, Toulouse, France)

  • FOUGERE, Denis

    (CNRS, CREST-ENSAE, Paris: France)

  • MOUCHART, Michel

    (Institut de Statistique and CORE, Universite catholique de Louvain)


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.

Suggested Citation

  • FLORENS, Jean-Pierre & FOUGERE, Denis & MOUCHART, Michel, 1995. "Duration Models," CORE Discussion Papers 1995016, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Handle: RePEc:cor:louvco:1995016

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    References listed on IDEAS

    1. Luce, R Duncan & Krantz, David H, 1971. "Conditional Expected Utility," Econometrica, Econometric Society, vol. 39(2), pages 253-271, March.
    2. Costis Skiadas, 1991. "Conditioning and Aggregation of Preferences," Discussion Papers 1010, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    3. Fishburn, Peter C, 1973. "A Mixture-Set Axiomatization of Conditional Subjective Expected Utility," Econometrica, Econometric Society, vol. 41(1), pages 1-25, January.
    4. F J Anscombe & R J Aumann, 2000. "A Definition of Subjective Probability," Levine's Working Paper Archive 7591, David K. Levine.
    5. Gilboa, Itzhak & Schmeidler, David, 1989. "Maxmin expected utility with non-unique prior," Journal of Mathematical Economics, Elsevier, vol. 18(2), pages 141-153, April.
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    2. Hansen, Jörgen & Lofstrom, Magnus & Zhang, Xuelin, 2006. "State Dependence in Canadian Welfare Participation," IZA Discussion Papers 2266, Institute for the Study of Labor (IZA).
    3. Aistov, Andrey & Aleksandrova, Ekaterina, 2016. "Time-distributed difference-in-differences approach: The case of wage returns to training," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 43, pages 5-28.
    4. 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).
    5. 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.
    6. Hakola, Tuulia, 2000. "Navigating through the Finnish Pension System," Discussion Papers 224, VATT Institute for Economic Research.
    7. Piekkola, Hannu, 2002. "Transferability of Human Capital and Job Switches," Discussion Papers 794, The Research Institute of the Finnish Economy.
    8. Brigitte Dormont & Sandrine Dufour-Kippelen, 2000. "Insertion professionnelle et autonomie résidentielle : le cas des jeunes peu diplômés," Économie et Statistique, Programme National Persée, vol. 337(1), pages 97-120.

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