Van Den Berg, Gerard J. - In: Handbook of econometrics : volume 5, (pp. 3381-3460). 2001
Since the early 1980s, the econometric analysis of duration variables has become widespread. This chapter provides an … overview of duration analysis, with an emphasis on the specification and identification of duration models, and with special … attention to models for multiple durations. Most of the chapter deals with so-called reduced-form duration models, notably the …
