Summer School—EEG, Universidade do Minho, Braga, Portugal

Economic Policies Research Unit—NIPE

Course outline

I. Introduction

a. Review of problems leading to natural models based   on censored distributions of durations.

           b. Hazard functions and distributions.

           c. Likelihood functions and parametric estimation.

           d. Heterogeneity in duration distributions.

 

II. The Counting Process Formulation

             a. Counting processes and martingales.

             b. Time-varying covariates.

             c. Time-varying coefficients.

             d. Likelihood functions and estimation.

 

III. Competing Risk Models

             a. Formulation

             b. Application: The Allocation of Time over Time.

 

IV. Bayesian methods for duration analysis.

 

 

A detailed outline and the reading list can be found here.

 

 

 

8th Summer School—EEG, Universidade do Minho, Braga, Portugal

Economic Policies Research Unit—NIPE