Goodness-of-fit tests in conditional duration models

DOI10.1007/s00362-017-0930-8zbMath1437.62120OpenAlexW2724340141MaRDI QIDQ2175644

Yanyan Li

Publication date: 29 April 2020

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-017-0930-8

zbMATH Keywords

specification testbootstrap testconditional duration model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)

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