Fan, Yanqin; Rilstone, Paul - In: Annals of Economics and Finance 2 (2001) 1, pp. 77-96
This paper develops a consistent test for the correct hazard rate specification within the context of random right hand … specification of the hazard rate and establish the consistency of the test. … censoring of the dependent variable. The test is based on comparing a parametric estimate with a kernel estimate of the hazard …