Essays on mixed hitting time models

This doctoral dissertation consists of three chapters on mixed hitting-time (MHT) models that specify durations as the first time a latent stochastic process crosses a heterogeneous threshold. Chapter 2 studies the empirical analysis of synchronization games in which the payoffs of stopping increase when other agents stop. Chapter 3 investigates a competing risks model in which one latent duration is the first time a stochastic process increases above some threshold and the other latent duration is the first time this same process falls below another threshold. Chapter 4 considers an extension of the MHT model with a mean reverting latent process, i.e. an Ornstein-Uhlenbeck process.