Duration Modeling in Undergraduate Econometrics Curriculum Via Excel

23 Pages Posted: 10 Dec 2003

See all articles by Ismail H. Genc

Ismail H. Genc

American University of Sharjah, School of Business Administration, Department of Economics

Date Written: October 2003

Abstract

The main goal of an econometrics course is to prepare students for more advanced levels of study and make them able to cope with the empirical problems they are likely to face. In recent years, there has been a tendency to purge merely theoretical topics from the econometrics textbooks by including only time honored methods. Survival analysis, however, has so far failed to attract the attention of textbook writers. I conjecture that the general perception of the issue as an advanced topic as well as software barriers have led to this attitude. In this paper, I work out an Excel file to outline the fundamental concepts of duration analysis at an introductory level. The file so generated may also be used by practitioners in appropriate cases with minimal learning cost. As such, I hope to dissipate the myth of difficulty associated with this subject matter.

JEL Classification: A23, C41, C88

Suggested Citation

Genc, Ismail H., Duration Modeling in Undergraduate Econometrics Curriculum Via Excel (October 2003). Available at SSRN: https://ssrn.com/abstract=467001

Ismail H. Genc (Contact Author)

American University of Sharjah, School of Business Administration, Department of Economics ( email )

Sharjah, Sharjah 26666
United Arab Emirates
+971-6-515-2327 (Phone)

HOME PAGE: http://https://www2.aus.edu/facultybios/profile.php?faculty=igenc

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