Introduction to Duration Models

Syllabus

Topic	Reading	Handout (including data and do-files)	Exercise
Preliminaries	Box-Steffensmeier & Jones 2004, Chapter 1; Nagler 1995; King, Tomz, & Wittenberg 2000; King (2001, Chapters 1-4).	1. Writing Do-files 2. Simulation and CLARIFY 3. Review of Maximum Likelihood	Simulation exercise Maximum likelihood exercise
Introduction to Duration Data	King et al. 1990; Box-Steffensmeier & Jones 2004, Chapter 2.	1. Introduction 2. Basic Components of Duration Analysis 3. Setting up Duration Data in STATA	Data exercise
Continuous Time Duration Models: Nonparametric Models	None	1. Nonparametric Models	Nonparametric model exercise
Continuous Time Duration Models: Parametric Models.	Box-Steffensmeier & Jones 2004, Chapter 3.	1. Parametric Models	Parametric model exercise
Continuous Time Duration Models: Semiparametric Models.	Box-Steffensmeier & Jones 2004, Chapters 4, 8; Golder 2008; Box-Steffensmeier & Zorn 2001..	1. Cox Model	Cox model exercise
Discrete Time Duration Models	Box-Steffensmeier & Jones 2004, Chapters 5, 7; Beck, Katz, & Tucker 1998; Box-Steffensmeier 1996; Oneal & Russett 1999; Beck et al. 2002; Przeworski, Cheibub & Limongi 2000.	1. Discrete time duration models	Discrete time duration model exercise
Advanced Topics	Box-Steffensmeier & Jones 2004, Chapters 9-10; Diermeier & Stevenson 1999; Box-Steffensmeier & Zorn 2002; Cleves 1999; Box-Steffensmeier & De Boef 2007.	1. Frailty models 2. Competing risks models 3. Repeated Events Models 4. Duration Models with Selection	Frailty model exercise Competing risks exercise Repeated events exercise