Specification diagnostics for duration models. A martingale approach
type: Item
instance of: scholarly article
title: Specification diagnostics for duration models. A martingale approach
zbMATH Open document ID: 0789.62097
DOI: 10.1016/0304-4076(94)90048-5
author: Brian P. McCall
published in: Journal of Econometrics
publication date: 1994-04-12T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 549139
zbMATH Keywords: martingales
zbMATH Keywords: specification diagnostics
zbMATH Keywords: discrete time duration models
zbMATH Keywords: parametric grouped data duration models
zbMATH Keywords: time-varying covariates
zbMATH Keywords: right censoring
zbMATH Keywords: unobserved heterogeneity
zbMATH Keywords: residual process
zbMATH Keywords: martingale difference sequence
zbMATH Keywords: Chi-square tests
zbMATH Keywords: Monte Carlo simulations
MaRDI profile type: Publication
full work available at URL: 0304-4076(94)90048-5
OpenAlex ID: W1530698629
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description: scientific article; zbMATH DE number 549139