Abstract
This paper is concerned with the statistical analysis of single-spell duration data. However, many points also apply to the analysis of other duration data. The interest among econometricians into the analysis of single-spell duration data was greatly enhanced by a series of papers by Lancaster and Nickell (Lancaster (1979), Nickell (1979), Lancaster and Nickell (1980)). Since then there has been a considerable growth in the number of statistical tools as well as in their application, mainly in labor economics. However, there are a number of problems in the application of these methods to the kind of data usually available. The connection between the models proposed by Lancaster and Nickell and the data which are used to estimate them is less direct than in most econometric analyses. To be more precise, different aspects of the same data can be used to estimate the same model. For instance, Nickell estimated his model using observations on elapsed durations of unemployment, while Lancaster used data on residual durations obtained from a repeated survey. Each analysis used only part of the information contained in completed spells.
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Ridder, G. (1984). The Distribution of Single-Spell Duration Data. In: Neumann, G.R., Westergård-Nielsen, N.C. (eds) Studies in Labor Market Dynamics. Studies in Contemporary Economics, vol 11. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-88315-6_3
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DOI: https://doi.org/10.1007/978-3-642-88315-6_3
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