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The Econometric Analysis of Transition Data
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The Econometric Analysis of Transition Data

Book Details

Format Paperback / Softback
ISBN-10 052143789X
ISBN-13 9780521437899
Publisher Cambridge University Press
Imprint Cambridge University Press
Country of Manufacture GB
Country of Publication GB
Publication Date Jun 26th, 1992
Print length 368 Pages
Weight 560 grams
Dimensions 23.00 x 15.40 x 2.70 cms
Ksh 7,800.00
Manufactured on Demand 0 in stock

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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.
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.

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