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  1. Home
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  3. The Econometric Analysis of Transition Data
  • Cited by 877
Publisher:
Cambridge University Press
Online publication date:
January 2013
Print publication year:
1990
Online ISBN:
9781139052184
DOI:
https://doi.org/10.1017/CCOL0521265967
Subjects:
Economics, Econometrics and Mathematical Methods
Series:
Econometric Society Monographs (17)
Information

Book description

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.

Reviews

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

Source: 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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