Joint and separate score tests for state dependence and unobserved heterogeneity
type: Item
instance of: scholarly article
title: Joint and separate score tests for state dependence and unobserved heterogeneity
zbMATH Open document ID: 0788.62099
DOI: 10.1016/0304-4076(94)90047-7
author: Sanjiv Jaggia
author: Pravin K. Trivedi
published in: Journal of Econometrics
publication date: 1994-04-12T00:00:00Z
full work available at URL: https://digitalcommons.calpoly.edu/econ_fac/152
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 549138
zbMATH Keywords: C-alpha test
zbMATH Keywords: score tests of duration dependence
zbMATH Keywords: unobserved heterogeneity
zbMATH Keywords: exponential model
zbMATH Keywords: heterogeneous Weibull model
zbMATH Keywords: joint test
zbMATH Keywords: misspecifications
zbMATH Keywords: Monte Carlo experiments
zbMATH Keywords: conditional score tests
zbMATH Keywords: separate tests
MaRDI profile type: Publication
OpenAlex ID: W2092095926
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description: scientific article; zbMATH DE number 549138