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Joint and separate score tests for state dependence and unobserved heterogeneity

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  • Jaggia, Sanjiv
  • Trivedi, Pravin K.

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  • Jaggia, Sanjiv & Trivedi, Pravin K., 1994. "Joint and separate score tests for state dependence and unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 273-291.
    • Handle: RePEc:eee:econom:v:60:y:1994:i:1-2:p:273-291
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    Cited by:

    1. Kostas G. Mavromaras & Chris D. Orme, 2004. "Temporary layoffs and split population models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 49-67.
    2. Steven Ongena & David C. Smith, 1997. "Empirical Evidence on the Duration of Bank Relationships," Finance 9703002, University Library of Munich, Germany.
    3. Dagsvik, John K., 2012. "Behavioral Multistate Duration Models: What should they look like ?," Memorandum 17/2012, Oslo University, Department of Economics.
    4. Fang, Ying & Park, Sung Y. & Zhang, Jinfeng, 2014. "A simple spatial dependence test robust to local and distributional misspecifications," Economics Letters, Elsevier, vol. 124(2), pages 203-206.
    5. repec:cty:dpaper:08/01 is not listed on IDEAS
    6. Gabriel Montes-Rojas, 2011. "Robust Misspecification Tests for the Heckman's Two-Step Estimator," Econometric Reviews, Taylor & Francis Journals, vol. 30(2), pages 154-172.
    7. Bera Anil K. & Doğan Osman & Bilias Yannis & Yoon Mann J. & Taşpınar Süleyman, 2020. "Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-29, January.
    8. John K. Dagsvik, 2012. "Behavioral multistate duration models. What should they look like?," Discussion Papers 688, Statistics Norway, Research Department.

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