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Original Articles

Bootstrapping the conditional moment test for parametric duration models

Pages 597-600 | Published online: 06 Oct 2010

References

  • Horowitz , J. L. 1997 . “ Bootstrap methods in econometrics ” . In Advances in Economics and Econometrics: Theory and Applications: Seventh World Congress , Econometric Society (Monographs, no.28) Edited by: Kreps , D. and Wallis , K. Vol. 3 , Cambridge : Cambridge University Press .
  • Horowitz , J. L. 2001 . “ The bootstrap ” . In Handbook of Econometrics , Edited by: Heckman , J. J. and Learner , E. Vol. 5 , 3159 – 3228 . Amsterdam : Elsevier .
  • Lancaster , T. 1985 . Generalised residuals and heterogeneous duration models: with applications to the weibull model . Journal of Econometrics , 28 : 155 – 169 .
  • Pagan , A. and Vella , F. 1989 . Diagnostic tests for models based on individual data: a survey . Journal of Applied Econometrics , 4 : S29 – S59 .
  • Prieger , J. E. 2000 . Conditional moment tests for parametric duration models , Working Paper 00-10 Davis : Department of Economics, University of California .

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