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 …

effect of a timing-chosen treatment on an event duration of interest does not hold. The main problem is that the … Statistical Society, Series B) that requires independence between the waiting duration until treatment and the event duration, but …

Many existing extensions of the Engle and Russell's (1998) Autoregressive Conditional Duration (ACD) model in the … literature are aimed at providing additional exibility either on the dynamics of the conditional duration model or the allowed … regression approach to a nonlinear ACD model; the use of a semiparametric functional form on the dynamics of the duration process …

Many existing extensions of the Engle and Russell's (1998) Autoregressive Conditional Duration (ACD) model in the … literature are aimed at providing additional flexibility either on the dynamics of the conditional duration model or the allowed … regression approach to a nonlinear ACD model; the use of a semiparametric functional form on the dynamics of the duration process …