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The Econometric Analysis of Transition Data
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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Citations
Cited by
(2001) · RePEc: Research Papers in Economics · Cited by 27,577
Applied Longitudinal Data Analysis: Modeling Change and Event Occurrence
Singer, J. D., & Willett, J. B. (2003) · doi:10.1093/acprof:oso/9780195152968.001.0001 · Cited by 10,647
Inverse probability weighted estimation for general missing data problems
Wooldridge, J. M. (2007) · Journal of Econometrics · doi:10.1016/j.jeconom.2007.02.002 · Cited by 1,029
Models for Sample Selection Bias
Winship, C., & Mare, R. D. (1992) · Annual Review of Sociology · doi:10.1146/annurev.so.18.080192.001551 · Cited by 812
The Nonparametric Identification of Treatment Effects in Duration Models
Abbring, J. H., & van den Berg, G. J. (2003) · Econometrica · doi:10.1111/1468-0262.00456 · Cited by 616
Metadata
- Authors
- Lancaster, T.
- Venue
- Cambridge University Press eBooks
- Publisher
- Cambridge University Press
- 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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- 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.