In finance, durations between successive transactions are usually modelled by the autoregressive conditional duration …

This paper studies the interaction between job mobility and housing mobility by considering the duration of commutes … to the former. This implies that the duration of commutes that start with a job change is often short, because of a … findings in a formal model, we specify duration models that focus on the time during which employment-housing arrangements …

applied to the multiple non-employment spells of 2066 newentrants. The estimated lagged duration dependence function rises for …

duration analysis. …

multivariate duration models. …

In fixed income analysis, duration plays a central role as a proxy for interestrate risk exposure. Althoughthis role … relies on the interpretation of duration as (minus) theyield elasticity of the bond price, duration ismeasured as a bond …'s present value weighted average time to maturity andexpressed in terms of years. Hence duration is regarded as an elasticity …

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 …

variable in a duration model. We assume a Generalized Accelerated Failure Time (GAFT) model. This model is based on … approaches to duration data; the (Mixed) Proportional Hazard (MPH) model and the Accelerated Failure Time (AFT) model. The basis … influence the hazard of the transformed duration. The inverse of an extended rank test provide the estimation equations the IVLR …