Specification diagnostics for duration models. A martingale approach
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Publication:1319000
DOI10.1016/0304-4076(94)90048-5zbMath0789.62097OpenAlexW1530698629MaRDI QIDQ1319000
Publication date: 12 April 1994
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(94)90048-5
martingalesMonte Carlo simulationsright censoringunobserved heterogeneitymartingale difference sequenceresidual processtime-varying covariatesChi-square testsspecification diagnosticsdiscrete time duration modelsparametric grouped data duration models
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Cites Work
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