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Kompletter Metadatensatz
DublinCore-Feld | Wert | Sprache |
---|---|---|
dc.contributor.author | Prieger, James E. | en |
dc.date.accessioned | 2009-01-29T15:50:09Z | - |
dc.date.available | 2009-01-29T15:50:09Z | - |
dc.date.issued | 2003 | - |
dc.identifier.uri | http://hdl.handle.net/10419/23204 | - |
dc.description.abstract | This letter evaluates the performance of auxiliary regression-based specification tests for parametric duration models estimated with censored data. The test using asymptotic critical values has poor size. Bootstrapping corrects the size problem but results in a biased power curve. | en |
dc.language.iso | eng | en |
dc.publisher | |aUniversity of California, Department of Economics |cDavis, CA | en |
dc.relation.ispartofseries | |aWorking Paper |x03-4 | en |
dc.subject.ddc | 330 | en |
dc.subject.keyword | conditional moment test | en |
dc.subject.keyword | test size | en |
dc.subject.keyword | right censoring | en |
dc.subject.keyword | type I censoring | en |
dc.subject.stw | Bootstrap-Verfahren | en |
dc.subject.stw | Statistische Verteilung | en |
dc.subject.stw | Theorie | en |
dc.title | Bootstrapping the Conditional Moment Test for Parametric Duration Models | - |
dc.type | Working Paper | en |
dc.identifier.ppn | 368853993 | en |
dc.rights | http://www.econstor.eu/dspace/Nutzungsbedingungen | en |
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