Generalised residuals and heterogeneous duration models with applications to the Weibull model

DOI10.1016/0304-4076(85)90073-9zbMath0609.62146OpenAlexW1501872023MaRDI QIDQ1086970

Tony Lancaster

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1016/0304-4076(85)90073-9

zbMATH Keywords

hazard functionmaximum likelihood estimatorsduration modelsmisspecificationinformation matrix testWeibull regression modelerrors in variables interpretationsexact asymptotic inconsistencyrandom multiplicative heterogeneity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)

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• Testing for Neglected Heterogeneity
• The Analysis of Re-Employment Probabilities for the Unemployed
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• Some remarks on overdispersion
• Maximum Likelihood Estimation of Misspecified Models

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