This survey is devoted to the statistical analysis of duration models and point processes. The first section introduces specific concepts and definitions for single-spell duration models. Section two is devoted to the presentation of conditional duration models which incorporate the effects of...

This work has been prepared as chapter 19 for the volume Econometrics of Panel Data (2nd ed., Matyas and Sevestre eds., Kluwer Academic Publishers). The main emphasis is on modelling whereas inference problems are only sketched. After a short review on the basic issues on marginal models (i.e....

Different concepts of noncausality for continuous time processes, using conditional independence and decomposition of semimartingales, are defined. As in the discrete-time setup, continuous time noncausality is a property concerned with the prediction horizon (global versus instantaneous...

Econometric evaluations of public-sponsored training programmes generally find little evidence of an impact of such policies on transition rates out of unemployment. We perform the first evaluation of training effects for the unemployed adults in France, exploiting a unique longitudinal dataset...

This paper deals with the evaluation of some public employment policies set up in France during the 1980's to improve the labour Market prospects of unskilled young workers. The evaluation implemented in this paper is restricted to the impact of such public measures on durations and outcomes of...

Econometric evaluations of public-sponsored training programmes generally find little evidence of an impact of such policies on transition rates out of unemployment. We perform the first evaluation of training effects for the unemployed adults in France, exploiting a unique longitudinal dataset...

Our study proposes an econometric decomposition of the wage gap and of the difference in employment probabilities between French workers whose both parents had French citizenship at birth and French workers whose at least one parent had the citizenship of an African country at birth. For that...