Duration response measurement error

DOI10.1016/S0304-4076(02)00103-3MaRDI QIDQ1867738zbMATH OpenOpenAlexFDO

Authors Andrew Chesher, Montezuma Dumangane, Richard J. Smith

Publication date 2 April 2003

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0304-4076(02)00103-3

zbMATH Keywords

measurement errorinvarianceduration analysisapproximationssecond order asymptoticsinformation matrix tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Recommendations

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Cites work

• scientific article; zbMATH DE number 48304 (Why is no real title available?)
• scientific article; zbMATH DE number 3617833 (Why is no real title available?)
• scientific article; zbMATH DE number 472927 (Why is no real title available?)
• scientific article; zbMATH DE number 274299 (Why is no real title available?)
• A New Form of the Information Matrix Test
• An asymptotic expansion for the null distribution of the efficient score statistic
• Asymptotic Expansions of the Information Matrix Test Statistic
• Duration response measurement error
• Likelihood Ratio Specification Tests
• Maximum Likelihood Estimation of Misspecified Models
• On the Formulation of Wald Tests of Nonlinear Restrictions
• Small sample properties of alternative forms of the Lagrange multiplier test
• Testing for Neglected Heterogeneity
• The effect of measurement error

Cited in

(4)

• Duration response measurement error
• Heaping and its consequences for duration analysis: a simulation study
• Understanding the effect of measurement error on quantile regressions
• Treatment effect estimation with covariate measurement error

Describes a project that uses

Uses Software

• Mathematica
• SAS

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