我不太熟悉这些内容，不知如下 textbook 是否有帮助：

Cox, D., Oakes, D. Analysis of survival data [M]. Chapman & Hall/CRC, 1984.

Jenkins, S. Survival analysis [M]. Unpublished manuscript, 2005.

Collett, D. Modelling survival data in medical research [M]. CRC Press, 2003.

Zivot, E. Introduction to computational finance and financial econometrics [M]. Lecture Notes, University of Washington, 2002.

如下论文和 Handbook：

Van den Berg, G. J., 2001. Duration models: Specification, identification and multiple durations [J]. Handbook of Econometrics, 5: 3381-3460.

Heckman, J. J., Singer, B., 1984. Econometric duration analysis [J]. Journal of Econometrics, 24 (1-2): 63-132.

其他的可以在 Google Scholar 中搜索：
http://scholar.google.com/scholar?q=duration+analysis&btnG=%3CSPAN+class%3Dgs_wr%3E%3CSPAN+class%3Dgs_bg%3E%3C%2FSPAN%3E%3CSPAN+class%3Dgs_lbl%3E%3C%2FSPAN%3E%3CSPAN+class%3Dgs_ico%3E%3C%2FSPAN%3E%3C%2FSPAN%3E&hl=zh-CN&as_sdt=0