overview of duration analysis, with an emphasis on the specification and identification of duration models, and with special … identification of the MPH model in great detail, we provide intuition on what drives identification, and we infer to what extent … underlying economic theory. For all these models we examine the conditions for identification. Some of these are intimately …

We propose a blended approach which combines identification via heteroskedasticity with the widely used methods of sign … external instruments can prove necessary when the conditions for point identification through heteroskedasticity are not met … and offers a natural solution to the labeling problem inherent in purely statistical identification strategies. As a …

, identification assumptions in empirical work, and modeling exercises. …

. Although the identification of SVARs with sign and zero restrictions is theoretically attractive because it allows the …