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.
- ISBN13 9780521437899
- Publish Date 26 June 1992 (first published 28 September 1990)
- Publish Status Active
- Out of Print 15 June 2021
- Publish Country GB
- Imprint Cambridge University Press
- Format Paperback (US Trade)
- Pages 368
- Language English