Specification Diagnostics for Duration Models : A Martingale Approach
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Bibliographic InfoPaper provided by Minnesota - Industrial Relations Center in its series Papers with number 92-14.
Length: 27 pages
Date of creation: 1992
Date of revision:
Contact details of provider:
Postal: U.S.A.; University of Minnesota, Industrial Relations Center. 271 - 19th Avenue South. Minneapolis, Minnesota 55455-0430
Phone: (612) 624-2500
Fax: (612) 624-8360
Web page: http://www.chrls.csom.umn.edu/
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Other versions of this item:
- McCall, Brian P., 1994. "Specification diagnostics for duration models : A martingale approach," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 293-312.
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
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- George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, EconWPA, revised 07 Mar 1996.
- Steven Ongena & David C. Smith, 1997.
"Empirical Evidence on the Duration of Bank Relationships,"
Center for Financial Institutions Working Papers
97-15, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Steven Ongena & David C. Smith, 1997. "Empirical Evidence on the Duration of Bank Relationships," Finance 9703002, EconWPA.
- Brian P. McCall & John J. McCall, . "Estimation Methods for Duration Models," Working Papers 0205, Human Resources and Labor Studies, University of Minnesota (Twin Cities Campus).
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