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The Econometric Analysis of Transition Data (Econometric Society Monographs)
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Product 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.
Product Details
- Amazon Sales Rank: #1172174 in Books
- Published on: 1992-06-26
- Released on: 2008-01-12
- Original language: English
- Number of items: 1
- Binding: Paperback
- 368 pages
Editorial Reviews
Review
"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
"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." Professor Geert Ridder, University of Groningen
Customer Reviews
The Econometric Analysis of Transition Data
I want to make a tesis of duration models and this book is the appropriated
