Van Den Berg, Gerard J. - In: Handbook of econometrics : volume 5, (pp. 3381-3460). 2001
overview of duration analysis, with an emphasis on the specification and identification of duration models, and with special …. Next, we examine models for multiple durations. In the applied econometric literature on the estimation of multiple-duration … linked to particular estimation strategies. The multiple-duration model where the marginal duration distributions each …