We propose a new semiparametric autoregressive duration (SACD) model, which incorporates the parametric and … nonparametric estimators of the conditional duration in a multiplicative way. Asymptotic properties for this combined estimator are … presented. The empirical application to the transaction duration of the US 2-Year Treasury note shows the outperformance of our …

of UISA on employment duration, this paper examines i whether the introduction of UISA affected employment duration among … duration andhigher mobility of the workforce in Chile. …