Tony Lancaster, Lancaster Tony

The Econometric Analysis of Transition Data

Herausgeber: Chesher, Andrew

• Broschiertes Buch

Produktbeschreibung

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.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 368
• Erscheinungstermin: 9. August 2003
• Englisch
• Abmessung: 229mm x 152mm x 22mm
• Gewicht: 597g
• ISBN-13: 9780521437899
• ISBN-10: 052143789X
• Artikelnr.: 22092050

Inhaltsangabe

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.