The Econometric Analysis of Transition Data
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Econometric Analysis of Transition Data by Tony Lancaster
Book DescriptionThis 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.
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Book DetailsISBN: 9780521437899
(228mm x 152mm x 21mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 26-Jun-1992
Country of Publication: United Kingdom
Books By Author Tony Lancaster
Introduction to Modern Bayesian Econometrics, Paperback (April 2004)» View all books by Tony Lancaster
* Provides a comprehensive introduction to the Bayesian way of doing applied economics * Emphasizes computation and the study of probability distributions by computer sampling * Includes numerical and graphical examples in each chapter, demonstrating their solutions using the S programming language and Bugs software.
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