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Duration models

Author

Listed:
  • FLORENS, J.-P.
  • FOUGÈRE, D.
  • MOUCHART, M.

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.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Florens, J.-P. & Fougère, D. & Mouchart, M., 1995. "Duration models," LIDAM Reprints CORE 1213, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  • Handle: RePEc:cor:louvrp:1213
    Note: In : Matyas and Sevestre (eds.) Econometrics of Panel Data, 2nd ed., Kluwer Academic Publishers, Dordrecht, 491-536, 1995
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    Cited by:

    1. 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.
    2. Hansen, Jörgen & Lofstrom, Magnus & Zhang, Xuelin, 2006. "State Dependence in Canadian Welfare Participation," IZA Discussion Papers 2266, Institute of Labor Economics (IZA).
    3. Aistov, Andrey & Aleksandrova, Ekaterina, 2016. "Time-distributed difference-in-differences approach: The case of wage returns to training," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), 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 of Labor Economics (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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