Testing a parametric transformation model versus a nonparametric alternative
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References listed on IDEAS
- Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
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More about this item
KeywordsSpecification testing; Transformation model; Duration model; Bootstrap; Rank estimation;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-07-23 (All new papers)
- NEP-ECM-2017-07-23 (Econometrics)
- NEP-ORE-2017-07-23 (Operations Research)
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