The econometric analysis of transition data / Tony Lancaster.
Material type:
TextSeries: Publication details: Cambridge ; New York : Cambridge University Press, 1990.Description: xii, 352 páginas : gráficas ; 24 cmContent type: - Texto
- Sin mediación
- Volumen
- 052143789X
- 330.015195 L15e 21
- C01
| Item type | Home library | Call number | Vol info | Status | Notes | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|---|---|
| LIBRO FISICO | Biblioteca Principal | 330.015195 L15e (Browse shelf(Opens below)) | Ejemplar 2 | Available | Mantener en colección. | 29004025502575 |
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| 330.015195 K45s State-space models with regime switching : | 330.015195 K53l Lectures in econometrics / | 330.015195 L15e The econometric analysis of transition data / | 330.015195 L15e The econometric analysis of transition data / | 330.015195 L15i An introduction to modern Bayesian econometrics / | 330.015195 L17f Fundamentos de econometría : | 330.015195 L31s Sturdy econometrics / |
Incluye referencias bibliográficas (páginas 333-347) e índice.
Part I : Model building: Chapter 1. Some basic results -- Chapter 2. Covariate and the hazard function -- Chapter 3. Parametric families of duration distributions -- Chapter 4. Mixture models -- Chapter 5. Some important processes -- Chapter 6. Some structural transition models -- Part II : Inference -- Chapter 7. Identifiability issues -- Chapter 8. Fully parametric inference -- Chapter 9. KLimited information inference -- Chapter 10. Misspecification analysis -- Chapter 11. Residual analysis -- Appendix 1 : The Gamma function and distribution -- Appendix 2 : Some properties of the Laplace transform.
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