Testing for unobserved heterogeneity in exponential and Weibull duration models (Q736541): Difference between revisions

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+The unobserved heterogeneity distribution in duration analysis
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+Testing When a Parameter is on the Boundary of the Maintained Hypothesis
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+A Consistent Conditional Moment Test of Functional Form
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+The likelihood ratio test for homogeneity in finite mixture models
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+Asymptotic distribution of the likelihood ratio test that a mixture of two binomials is a single binomial
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+Testing for Neglected Heterogeneity
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+Testing for Regime Switching
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+Generalized runs tests for the IID hypothesis
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+Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
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+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
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+The Econometrics of Ultra-high-frequency Data
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+A family of autoregressive conditional duration models
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+Stochastic volatility duration models
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+Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
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+A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
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+A sharper Bonferroni procedure for multiple tests of significance
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+Simple Estimation of a Duration Model with Unobserved Heterogeneity
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+Specification diagnostics based on Laguerre alternatives for econometric models of duration
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+Generalised residuals and heterogeneous duration models with applications to the Weibull model
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+CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS  PRESENT ONLY UNDER THE ALTERNATIVE
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