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 paper surveys Bayesian procedures of testing along with different attitudes of econometricians facing testing problems with some sympathy for Bayesian ideas. In the first part, the general Bayesian testing procedures are structured along two main axes. The first one presents the usual...

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....

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 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...

We propose a model of discrimination in the market for mortgages. The model explains accepted loan applications and determines loan sizes and interest rates simultaneously. A competitive, and a discriminating monopoly version of the model are proposed. Offered interest rates and loan sizes are a...

On mobile phone markets that have reached the maturity stage, customer recommendation becomes a critical focus for operators to attract subscribers from rival operators. Referral propensity is also an indicator of subscriber satisfaction and loyalty. The aim of this paper is to examine the...

This paper investigates experimentally gender and race discrimination in hiring decisions through a simple controlled setting where employers can observe workers’ individual characteristics before recruiting them. In this paper, we explore whether discrimination, if any, is statistical or...

We present a new experimental design that permits us to explore gender differences in both performance and compensation choice. We design a game in which participants are asked to choose between a flat wage and a tournament scheme and to perform under each scheme. Our data indicate that men and...