the program. The literature uses linear probability models and (Cox) proportional hazard models to predict duration … outcomes. These either focus on one threshold duration or impose proportionality. In this paper we propose a nonparametric …

duration models, such as the accelerated failure time model, proportional hazard model, and mixed proportional hazard model …, can be viewed as transformation models. I allow the censoring of duration outcome to be arbitrarily correlated with …

duration models, such as the accelerated failure time model, proportional hazard model, and mixed proportional hazard model …, can be viewed as transformation models. I allow the censoring of duration outcome to be arbitrarily correlated with …

Conditional Duration (ACD) class of models. In these models, the error term is normally interpreted as the standardized duration … the financial duration in question.This paper illustrates that the testing procedure developed is applicable to various …