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This survey is devoted to the statistical analysis of duration models and pointprocesses. The first section introduces specific concepts and definitions forsingle-spell duration models. Section two is devoted to the presentation ofconditional duration models which incorporate the effects of...
[spa] La modelización econométrica de las transiciones individuales en el mercado de trabajo, . por Jean-Pierre Florens, Denis Fougère, Thierry Kamionka y Michel Mouchart.. . Este artículo propone una presentación general y no demasiado técnica de los modelos econométricos actualmente...
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...
A Bayesian experiment is defined by a unique probability on the product of the parameter space and the sample space. This joint probability determines a conditional independance relation which is used for a symmetrical analysis of sufficiency and ancillarity on the parameter and the sample....
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...