Specification diagnostics for duration models. A martingale approach (Q1319000)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification diagnostics for duration models. A martingale approach |
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Specification diagnostics for duration models. A martingale approach (English)
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12 April 1994
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martingales
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specification diagnostics
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discrete time duration models
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parametric grouped data duration models
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time-varying covariates
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right censoring
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unobserved heterogeneity
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residual process
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martingale difference sequence
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Chi-square tests
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Monte Carlo simulations
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