The Econometric Analysis of Transition Data

The Econometric Analysis of Transition Data

by Tony Lancaster

Hardcover

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Product Details

ISBN-13: 9780521265966
Publisher: Cambridge University Press
Publication date: 09/28/1990
Series: Econometric Society Monographs , #17
Pages: 364
Product dimensions: 6.14(w) x 9.06(h) x 1.02(d)

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.

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