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dc.contributor.authorPrieger, James E.en_US
dc.date.accessioned2009-01-29T15:50:09Z-
dc.date.available2009-01-29T15:50:09Z-
dc.date.issued2003en_US
dc.identifier.urihttp://hdl.handle.net/10419/23204-
dc.description.abstractThis 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_US
dc.language.isoengen_US
dc.publisheren_US
dc.relation.ispartofseriesWorking papers / University of California, Department of Economics 03,4en_US
dc.subject.ddc330en_US
dc.subject.keywordconditional moment testen_US
dc.subject.keywordtest sizeen_US
dc.subject.keywordright censoringen_US
dc.subject.keywordtype I censoringen_US
dc.subject.stwBootstrap-Verfahrenen_US
dc.subject.stwStatistische Verteilungen_US
dc.subject.stwTheorieen_US
dc.titleBootstrapping the Conditional Moment Test for Parametric Duration Modelsen_US
dc.typeWorking Paperen_US
dc.identifier.ppn368853993en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
Appears in Collections:Working Papers, Department of Economics, UC Davis

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