| The Econometric Analysis of Transition Data Revised Edition Contributor(s): Lancaster, Tony (Author), Tony, Lancaster (Author), Chesher, Andrew (Editor) |
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ISBN: 052143789X ISBN-13: 9780521437899 Publisher: Cambridge University Press OUR PRICE: $51.29 Product Type: Paperback - Other Formats Published: June 1992 Annotation: 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 of also given to multiple-spell data. One of the sections treats graphical and numerical methods of specification testing. |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics |
| Dewey: 330.015 |
| Series: Econometric Society Monographs |
| Physical Information: 0.69" H x 5.96" W x 8.88" (1.09 lbs) 368 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |