Sargan Lectures: Econometric Duration and Event History Analysis

ESEM
Presenter(s) Type Length Chair Room Number Add to calendar
Jaap Abbring Lunch Sessions, Panel & Workshop 26/08 08:30 CEST
330
mins
Add to Calendar 2022-08-26 08:30:00 2022-08-26 14:00:00 EEA-ESEM 2022: Sargan Lectures: Econometric Duration and Event History Analysis These lectures - split into 3 lectures of 1.5 hours (08:30 - 10:00; 10:30 - 12:00 & 14:00 - 15:30) will review developments over the past two decades in the econometric analysis of durations and more general event histories, with a focus on current issues. They will cover the main classes of models that distinguish causal effects between events (state dependence) and the sorting effects of unobserved heterogeneity, provide a unified perspective on their identification, and discuss some of the computational and statistical challenges that arise, with empirical examples from labor economics, insurance economics, marketing, and/or other fields. Special topics may include the analysis of dynamic treatments and treatment effects and structural analysis using optimal stopping models and games. These lectures - split into 3 lectures of 1.5 hours (08:30 - 10:00; 10:30 - 12:00 & 14:00 - 15:30) will review developments over the past two decades in the econometric analysis of durations and more general event histories, with a focus on current issues. They will cover the main classes of models that distinguish causal effects between events (state dependence) and the sorting effects of unobserved heterogeneity, provide a unified perspective on their identification, and discuss some of the computational and statistical challenges that arise, with empirical examples from labor economics, insurance economics, marketing, and/or other fields. Special topics may include the analysis of dynamic treatments and treatment effects and structural analysis using optimal stopping models and games. Scottish Economic Society eea1@eeassoc.org Europe/Rome public

These lectures - split into 3 lectures of 1.5 hours (08:30 - 10:00; 10:30 - 12:00 & 14:00 - 15:30) will review developments over the past two decades in the econometric analysis of durations and more general event histories, with a focus on current issues. They will cover the main classes of models that distinguish causal effects between events (state dependence) and the sorting effects of unobserved heterogeneity, provide a unified perspective on their identification, and discuss some of the computational and statistical challenges that arise, with empirical examples from labor economics, insurance economics, marketing, and/or other fields. Special topics may include the analysis of dynamic treatments and treatment effects and structural analysis using optimal stopping models and games.