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A Simple Test for Heterogeneity in Exponential Models of Duration

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  • Kiefer, Nicholas M

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  • Kiefer, Nicholas M, 1984. "A Simple Test for Heterogeneity in Exponential Models of Duration," Journal of Labor Economics, University of Chicago Press, vol. 2(4), pages 539-549, October.
  • Handle: RePEc:ucp:jlabec:v:2:y:1984:i:4:p:539-49
    DOI: 10.1086/298046
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    Cited by:

    1. Jorge Pérez-Rodríguez & Emilio Gómez-Déniza & Simón Sosvilla-Rivero, 2019. "“Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular”," IREA Working Papers 201907, University of Barcelona, Research Institute of Applied Economics, revised Apr 2019.
    2. Luca Agnello & Vítor Castro & Ricardo M. Sousa, 2018. "The Legacy and the Tyranny of Time: Exit and Re‐Entry of Sovereigns to International Capital Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1969-1994, December.
    3. Hwei-Lin Chuang, 1999. "Estimating the determinants of the unemployment duration for college graduates in Taiwan," Applied Economics Letters, Taylor & Francis Journals, vol. 6(10), pages 677-681.
    4. Luca Agnello & Vítor Castro & Ricardo M. Sousa, 2023. "Interest rate gaps in an uncertain global context: why “too” low (high) for “so” long?," Empirical Economics, Springer, vol. 64(2), pages 539-565, February.
    5. Pérez-Rodríguez, Jorge V. & Gómez-Déniz, Emilio & Sosvilla-Rivero, Simón, 2021. "Testing unobserved market heterogeneity in financial markets: The case of Banco Popular," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 151-160.
    6. 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.
    7. Gourieroux, C. & Visser, M., 1997. "A count data model with unobserved heterogeneity," Journal of Econometrics, Elsevier, vol. 79(2), pages 247-268, August.

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