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THE EFFECT OF SAMPLE SELECTION AND INITIAL CONDITIONS IN DURATION MODELS:EVIDENCE FROM EXPERIMENTAL DATA ON TRAINING
Duration models job training sample selection
2015/9/18
We investigate the separate effects of a training program on the duration of participants' subsequent employment and unemployment spells. This program randomly assigned volunteers to treatment and con...
Seam Bias,Multiple-State,Multiple-Spell Duration Models and the Employment Dynamics of Disadvantaged Women
Seam Bias Multiple-State Multiple-Spell Duration Models Employment Dynamics of Disadvantaged Women
2015/9/18
Panel surveys generally suffer from “seam bias” - too few transitions observed within reference periods and too many reported between interviews. Seam bias is likely to affect duration models severely...
Unobserved Heterogeneity in Multiple-Spell Multiple-States Duration Models
multiple spell multiple state duration mixed proportional hazard multistate model unobserved heterogeneity frailty
2012/10/26
In survival analysis a large literature using frailty models, or models with unobserved heterogeneity, exist. In the growing literate on multiple spell multiple states duration models, or multistate m...
Detecting Misspecifications in Autoregressive Conditional Duration Models and Non-negative Time-series Processes
Autoregressive conditional duration dispersion clustering finite sample correction generalized spectral derivative nonlinear time series parameter estimation uncertainty Wooldridge’s Device
2011/4/1
We develop a general theory to test correct specification of multiplicative error models of non-negative time-series processes, which include the popular autoregressive conditional duration (ACD) mode...
Development of Duration Models to Determine Rolling Stock Fleet Size
Duration Models Rolling Stock Fleet Size
2009/10/19
Transit agencies are looking for analytical tools to improve their rolling stock maintenance
programs and fleet size. If agencies underestimate the number of buses out of
service for maintenance at ...