@techreport{Prieger2003Bootstrapping,
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.},
author = {James E. Prieger},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
keywords = {330; conditional moment test; test size; right censoring; type I censoring; Bootstrap-Verfahren; Statistische Verteilung; Theorie},
language = {eng},
number = {03,4},
title = {Bootstrapping the Conditional Moment Test for Parametric Duration Models},
type = {Working papers / University of California, Department of Economics},
url = {http://hdl.handle.net/10419/23204},
year = {2003}
}
