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LOCATION:DIW Berlin
SUMMARY:Transition and Duration Models
DESCRIPTION:Objectives   Students will study models of transitions and durations, and learn how to estimate these using realworld data.     Outline  This course is an introduction to modelling transitions into a state of interest (such as the transition into employment from unemployment) and durations (such as unemployment, survival of patients after medical treatment or firms after a financial crash). We start with the basic building blocks (Poisson processes, Markovian transitions, hazard models). Since duration data might be censored (individuals might still be in the state of interest at the end of the observation window), classic ordinary least squares (OLS) is invalid, and we develop appropriate methods for estimation. Unobserved heterogeneity introduces fundamental identification challenges.  Throughout this course, all methods will be illustrated using examples in R and Python, and we will consider several papers from the established empirical literature.  Date and Time: 30 October 2023 to 3 November 2023  Mon, Tue, Wed, Fri: 09:30 – 13:00h  Thu:13:00 – 16:30h  Place:                                  Mon, Tue:                           Karl Popper, Room No. 2.3.020Wed:                                   Ferdinand Friedensburg, Room No.2.3.001Thu:                                    France D. Blau, Room No. 3.3.002CFri:                                      Elinor Ostrom Hall, Room No. 1.2.019
DTSTART;VALUE=DATE:20231029T220000Z
DTEND;VALUE=DATE:20231103T220000Z
DTSTAMP:20230511T220000Z
URL:https://www.diw.de/en/diw_01.c.882502.en/events/transition_and_duration_models.html
ORGANIZER;CN=Daniela Centemero:mailto:dcentemero@diw.de
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