紹介
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.
目次
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.
