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Specification Diagnostics for Econometric Models of Duration

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  • Sunil Sharma

    (UCLA)

Abstract

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  • Sunil Sharma, 1987. "Specification Diagnostics for Econometric Models of Duration," UCLA Economics Working Papers 440, UCLA Department of Economics.
  • Handle: RePEc:cla:uclawp:440
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    File URL: http://www.econ.ucla.edu/workingpapers/wp440.pdf
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    Cited by:

    1. Cho, Jin Seo & White, Halbert, 2010. "Testing for unobserved heterogeneity in exponential and Weibull duration models," Journal of Econometrics, Elsevier, vol. 157(2), pages 458-480, August.
    2. Sanford M. Jacoby & Sunil Sharma, 1991. "Employment Duration and Industrial Labor Mobility in the United States, 1880-1980," UCLA Economics Working Papers 618, UCLA Department of Economics.
    3. James E. Prieger, "undated". "Conditional Moment Tests for Parametric Duration Models," Department of Economics 00-10, California Davis - Department of Economics.
    4. Amaresh Das, 2007. "Testing a Hazard Model for the Housing Market in New Orleans," American Journal of Economics and Sociology, Wiley Blackwell, vol. 66(2), pages 443-455, April.

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