Duration Analysis

Tài liệu về Duration Analysis

Nội dung

• The Hazard Function

•  Hazard function for a discrete variable

•  Hazard function for a continuous variable

•  Some frequently used hazard functions

• Conditional Hazard Functions

•  The proportional hazard model

•  Discrete durations

• Likelihood functions

• Complete continuous durations

• Censored continuous durations

• Discrete durations

• 5. Unobserved Heterogeneity

• Unobserved heterogeneity vs spurious state dependence

• Dealing with heterogeneity in continuous hazard models

• 6. Multiple-Exit Discrete Duration Models

• Discrete competing risks models

• Full information ML

• Competing risks models

Sách

• Cameron, A. (2005). Colin, and Pravin, K Trivedi. Microeconometrics: Methods and Applications.

• Lancaster, T. (1990). The econometric analysis of transition data (No. 17). Cambridge university press.

Bài báo

• Abbring, J. H., Van den Berg, G. J., & Van Ours, J. C. (2005). The effect of unemployment insurance sanctions on the transition rate from unemployment to employment. The economic journal, 115(505), 602-630.

• Cox, D. R. (1972). Regression models and life‐tables. Journal of the Royal Statistical Society: Series B (Methodological), 34(2), 187-202.

• de Graaf-Zijl, M., Van den Berg, G. J., & Heyma, A. (2011). Stepping stones for the unemployed: the effect of temporary jobs on the duration until (regular) work. Journal of population Economics, 24, 107-139.

• Lancaster, T. (1979). Econometric methods for the duration of unemployment. Econometrica: Journal of the Econometric Society, 939-956.

• Landaud, F. (2021). From employment to engagement? Stable jobs, temporary jobs, and cohabiting relationships. Labour Economics, 73, 102077.

• Moschion, J., & van Ours, J. C. (2022). Do early episodes of depression and anxiety make homelessness more likely?. Journal of Economic Behavior & Organization, 202, 654-674.

• Van den Berg, G. J. (2001). Duration models: specification, identification and multiple durations. In Handbook of econometrics (Vol. 5, pp. 3381-3460). Elsevier.

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