TY  - RPRT
        AU  - Florens, Jean-Pierre
AU  - Fougère, Denis
AU  - Mouchart, Michel
        TI  - Duration Models and Point Processes
        PY  - 2007/Aug/
        PB  - Institute of Labor Economics (IZA)
        CY  - Bonn
        T2  - IZA Discussion Paper
        IS  - 2971
        UR  - https://www.iza.org/index.php/publications/dp2971
        AB  - 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 explanatory variables. Competing risks models are presented in the third section. The fourth section is concerned with statistical inference, with a special emphasis on non- and semi- parametric estimation of single-spell duration models. Section 5 sets forth the main definitions for point and counting processes. Section 6 presents important elementary examples of point processes, namely Poisson, Markov and semi-Markov processes. The last section presents a general semi-parametric framework for studying point processes with explanatory variables.
        KW  - hazard function
KW  - duration models
KW  - semi-Markovian processes
KW  - point processes
KW  - Markov chains
        ER  -