Description: The Econometric Analysis of Transition Data This is the first published exposition of current econometric methods for the study of duration data. Tony Lancaster (Author) 9780521437899, Cambridge University Press Paperback / softback, published 26 June 1992 368 pages 22.6 x 15.1 x 1.8 cm, 0.54 kg 'The analysis of transition/duration data is the next frontier beyond the now well-charted area of qualitative choice and limited-dependent variables. Lancaster's book is an excellent travel guide to this relatively unknown but beautiful land where time-series analysis and qualitative choice merge. Even if they do not decide to stay, economists and social scientists will return enriched from a trip under Professor Lancaster's guidance.' Geert Ridder, University of Groningen 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. 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. Subject Areas: Econometrics [KCH]
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BIC Subject Area 1: Econometrics [KCH]
Book Title: The Econometric Analysis of Transition Data
ISBN: 052143789X
Publication Date: 26/06/1992
Item Depth: 18
Number of Pages: 368 Pages
Publication Name: The Econometric Analysis of Transition Data
Language: English
Publisher: Cambridge University Press
Item Height: 226 mm
Subject: Economics
Publication Year: 1992
Type: Textbook
Item Weight: 540 g
Author: Tony Lancaster
Item Width: 151 mm
Series: Econometric Society Monographs
Format: Paperback
