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Specification Diagnostics for Duration Models : A Martingale Approach


  • McCall, B.P.


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Suggested Citation

  • McCall, B.P., 1992. "Specification Diagnostics for Duration Models : A Martingale Approach," Papers 92-14, Minnesota - Industrial Relations Center.
  • Handle: RePEc:fth:minnir:92-14

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    Cited by:

    1. Deza, Monica, 2015. "Is there a stepping stone effect in drug use? Separating state dependence from unobserved heterogeneity within and between illicit drugs," Journal of Econometrics, Elsevier, vol. 184(1), pages 193-207.
    2. Steven Ongena & David C. Smith, 1997. "Empirical Evidence on the Duration of Bank Relationships," Finance 9703002, EconWPA.
    3. Brian P. McCall & John J. McCall, "undated". "Estimation Methods for Duration Models," Working Papers 0205, Human Resources and Labor Studies, University of Minnesota (Twin Cities Campus).
    4. van den Berg, Gerard J & van Ours, Jan C, 1996. "Unemployment Dynamics and Duration Dependence," Journal of Labor Economics, University of Chicago Press, vol. 14(1), pages 100-125, January.
    5. George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, EconWPA, revised 07 Mar 1996.
    6. Spryskov Dmitry, 2003. "Below the Poverty Line: Duration of Poverty in Russia," EERC Working Paper Series 03-04e, EERC Research Network, Russia and CIS.

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    JEL classification:

    • 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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