Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/23204 
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dc.contributor.authorPrieger, James E.en
dc.date.accessioned2009-01-29T15:50:09Z-
dc.date.available2009-01-29T15:50:09Z-
dc.date.issued2003-
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
dc.language.isoengen
dc.publisher|aUniversity of California, Department of Economics |cDavis, CAen
dc.relation.ispartofseries|aWorking Paper |x03-4en
dc.subject.ddc330en
dc.subject.keywordconditional moment testen
dc.subject.keywordtest sizeen
dc.subject.keywordright censoringen
dc.subject.keywordtype I censoringen
dc.subject.stwBootstrap-Verfahrenen
dc.subject.stwStatistische Verteilungen
dc.subject.stwTheorieen
dc.titleBootstrapping the Conditional Moment Test for Parametric Duration Models-
dc.typeWorking Paperen
dc.identifier.ppn368853993en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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