Tests of moment restrictions in parametric duration models
From MaRDI portal
Publication:1184950
DOI10.1016/0165-1765(91)90239-HzbMath0800.62793MaRDI QIDQ1184950
Publication date: 28 June 1992
Published in: Economics Letters (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Diagnostic testing and evaluation of maximum likelihood models
- Specification diagnostics based on Laguerre alternatives for econometric models of duration
- Generalised residuals and heterogeneous duration models with applications to the Weibull model
This page was built for publication: Tests of moment restrictions in parametric duration models
