The Econometric Analysis of Transition Data
Book Details
Format
Paperback / Softback
Book Series
Econometric Society Monographs
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
Product Classification:
Labour / income economicsLabour economicsEconometricsEconometrics and economic statistics
Ksh 7,800.00
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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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