Econometric Analysis of Transition Data

Klappentext 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. Zusammenfassung The first published exposition of current econometic methods for the study of duration data focuses primarily on single-spell data! events in which individual agents are observed for a single duration! although some attention is also given to multiple-spell data. Inhaltsverzeichnis 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.

Dettagli sul prodotto

• Autori: Econometric Society, Tony Lancaster, Lancaster Tony
• Con la collaborazione di: Andrew Chesher (Editore)
• Editore: Cambridge University Press Academic
• Lingue: Inglese
• Formato: Tascabile
• Pubblicazione: 26.06.1992
• EAN: 9780521437899
• ISBN: 978-0-521-43789-9
• Dimensioni: 155 mm x 230 mm x 25 mm
• Serie: Econometric Society Monographs; Esm
• Categorie: Scienze naturali, medicina, informatica, tecnica; Scienze sociali, diritto, economia > Economia > Economia politica