Conditional Moment Tests for Parametric Duration Models
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- James E. Prieger, "undated". "Conditional Moment Tests for Parametric Duration Models," Department of Economics 00-10, California Davis - Department of Economics.
References listed on IDEAS
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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.
- James Prieger, 2003.
"Bootstrapping the conditional moment test for parametric duration models,"
Applied Economics Letters,
Taylor & Francis Journals, vol. 10(10), pages 597-600.
- James E. Prieger, 2003. "Bootstrapping the Conditional Moment Test for Parametric Duration Models," Working Papers 34, University of California, Davis, Department of Economics.
More about this item
Keywordsright censoring; type I censoring; duration analysis; exponential distribution; Weibull distribution; specification test; power curve; bootstrap bias;
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