Estimation Methods for Duration Models
This paper is a selected overview of econometric methods for duration models and will appear in the forthcoming book The Economics of Search by the authors. The focus of the paper is on martingale methods for continuous time data and general methods for the analysis of discretetime data including multi-spell models and general life-history models.
|Date of creation:|
|Date of revision:|
|Contact details of provider:|| Postal: 3-300 Carlson School of Management, 321 19th Avenue South, Minneapolis, MN 55455-0438|
Phone: (612) 624-2500
Fax: (612) 624-8360
Web page: http://www.chrls.csom.umn.edu/
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
- Meyer, Bruce D, 1990.
"Unemployment Insurance and Unemployment Spells,"
Econometric Society, vol. 58(4), pages 757-82, July.
- McCall, B.P., 1992.
"Specification Diagnostics for Duration Models : A Martingale Approach,"
92-14, Minnesota - Industrial Relations Center.
- McCall, Brian P., 1994. "Specification diagnostics for duration models : A martingale approach," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 293-312.
- Kiefer, Nicholas M, 1988. "Economic Duration Data and Hazard Functions," Journal of Economic Literature, American Economic Association, vol. 26(2), pages 646-79, June.
When requesting a correction, please mention this item's handle: RePEc:hrr:papers:0205. 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: (Mary Helen Walker)
If references are entirely missing, you can add them using this form.