Econometric Analysis, Transitn Data - Couverture souple

Lancaster

 
9780521437899: Econometric Analysis, Transitn Data
Couverture souple
ISBN 10 : 052143789X ISBN 13 : 9780521437899
Editeur : Cambridge University Press, 2008

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Revue de presse

'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

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2008
Langue
anglais
ISBN 10 
052143789X
ISBN 13 
9780521437899
Reliure
Broché
Nombre de pages
368
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France

Autres éditions populaires du même titre

9780521265966: The Econometric Analysis of Transition Data

Edition présentée

ISBN 10 :  0521265967 ISBN 13 :  9780521265966
Editeur : Cambridge University Press, 1990
Couverture rigide