Bootstrapping the conditional moment test for parametric duration models
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- James E. Prieger, 2003. "Bootstrapping the Conditional Moment Test for Parametric Duration Models," Working Papers 34, University of California, Davis, Department of Economics.
References listed on IDEAS
- James E. Prieger, "undated".
"Conditional Moment Tests for Parametric Duration Models,"
Department of Economics
00-10, California Davis - Department of Economics.
- James E. Prieger, 2003. "Conditional Moment Tests for Parametric Duration Models," Working Papers 010, University of California, Davis, Department of Economics.
- Lancaster, Tony, 1985. "Generalised residuals and heterogeneous duration models : With applications to the Weilbull model," Journal of Econometrics, Elsevier, vol. 28(1), pages 155-169, April.
- Horowitz, Joel L., 2001. "The Bootstrap," Handbook of Econometrics,in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 52, pages 3159-3228 Elsevier.
- Pagan, Adrian & Vella, Frank, 1989. "Diagnostic Tests for Models Based on Individual Data: A Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(S), pages 29-59, Supplemen.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Jin Seo Cho & Halbert White, 2009. "Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models," Discussion Paper Series 0912, Institute of Economic Research, Korea University.
More about this item
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
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