Joint and separate score tests for state dependence and unobserved heterogeneity (Q1318998)

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Joint and separate score tests for state dependence and unobserved heterogeneity
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    Joint and separate score tests for state dependence and unobserved heterogeneity (English)
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    12 April 1994
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    C-alpha test
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    score tests of duration dependence
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    unobserved heterogeneity
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    exponential model
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    heterogeneous Weibull model
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    joint test
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    misspecifications
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    Monte Carlo experiments
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    conditional score tests
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    separate tests
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