The Econometric Analysis of Transition Data
Author:   Tony Lancaster (Brown University, Rhode Island)
Publisher:   Cambridge University Press
Volume:   17
ISBN:  

9781139052184


Publication Date:   05 January 2013
Format:   Undefined
Availability:   Available To Order   Availability explained
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The Econometric Analysis of Transition Data


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Author:   Tony Lancaster (Brown University, Rhode Island)
Publisher:   Cambridge University Press
Imprint:   Cambridge University Press (Virtual Publishing)
Volume:   17
ISBN:  

9781139052184


ISBN 10:   1139052187
Publication Date:   05 January 2013
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Undefined
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

Table of Contents

Preface; Part I. Model Building: 1. Some basic results; 2. Covariates and the hazard function; 3. Parametric families of duration distribution; 4. Mixture models; 5. Some important processes; 6. Some structural transition models; Part II. Inference: 7. Identifiability issues; 8. Fully parametric inference; 9. Limited information inference; 10. Misspecification analysis; 11. Residual analysis; Appendix 1: The gamma function and distribution; Appendix 2: Some properties of the Laplace transform; Bibliography; Index.

Reviews

'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


'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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