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The Econometric Analysis of Transition Data

Lancaster, Tony·1990·Cambridge University Press eBooks

Abstract

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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Metadata

Authors
Lancaster, T.
Venue
Cambridge University Press eBooks
Published
1990-09-28
OpenAlex
W2131648886
Cited by
2,097
References
0
FWCI
7.04
Type
book
Language
en
Open access
closed

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CoChat. (2026). Citation check: The Econometric Analysis of Transition Data. https://app.cochat.ai/papers/10.1017/ccol0521265967
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Lancaster, T. (1990). The Econometric Analysis of Transition Data. Cambridge University Press eBooks. https://doi.org/10.1017/ccol0521265967

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.