Testing for unobserved heterogeneity in exponential and Weibull duration models

DOI10.1016/j.jeconom.2010.03.046zbMath1431.62604OpenAlexW2086773635MaRDI QIDQ736541

Jin Seo Cho, Halbert White

Publication date: 4 August 2016

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

Full work available at URL: http://econ.korea.ac.kr/~ri/WorkingPapers/w0912.pdf

zbMATH Keywords

likelihood ratio testsearch theoryunobserved heterogeneitymixture modelsinterarrival times

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

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