Tony Lancaster,
Tony (Brown University, Rhode Island) Lancaster
The Econometric Analysis of Transition Data
Paperback Engels 1992 9780521437899Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
This book presents statistical methods for analysis of the duration of events. The primary focus is on models for single-spell data, events in which individual agents are observed for a single duration. Some attention is also given to multiple-spell data. The first part of the book covers model specification, including both structural and reduced form models and models with and without neglected heterogeneity. The book next deals with likelihood based inference about such models, with sections on full and semiparametric specification. A final section treats graphical and numerical methods of specification testing. This is the first published exposition of current econometric methods for the study of duration data.
Specificaties
ISBN13:9780521437899
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:368
Uitgever:Cambridge University Press
Serie:Econometric Society
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Inhoudsopgave
Preface; Part I. Model Building: 1. Some basic results; 2. Covariates and the hazard function; 3. Parametric families of duration distribution; 4. Mixture models; 5. Some important processes; 6. Some structural transition models; Part II. Inference: 7. Identifiability issues; 8. Fully parametric inference; 9. Limited information inference; 10. Misspecification analysis; 11. Residual analysis; Appendix 1: The gamma function and distribution; Appendix 2: Some properties of the Laplace transform; Bibliography; Index.
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