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The Econometric Analysis of Transition Data - Econometric Society Monographs 17 (Paperback)
  • The Econometric Analysis of Transition Data - Econometric Society Monographs 17 (Paperback)

The Econometric Analysis of Transition Data - Econometric Society Monographs 17 (Paperback)

(author), (series editor), (series editor)
Paperback 368 Pages / Published: 26/06/1992
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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.

Publisher: Cambridge University Press
ISBN: 9780521437899
Number of pages: 368
Weight: 540 g
Dimensions: 228 x 152 x 18 mm

'This is an important book. It provides an excellent, comprehensive introduction to a rapidly expanding field of econometric methods ...'. Economica
'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

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