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 of also given to multiple-spell data. One of the sections treats graphical and numerical methods of specification testing.
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 of also given to multiple-spell data. One of the sections treats graphical and numerical methods of specification testing.
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.
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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