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This paper provides the practitioner with a method of ascertaining when the concentration parameter in a simultaneous equations model is small. We provide some exact distribution theory for a proposed statistic and show that the statistic possesses the minimal desirable characteristics of a test...
Persistent link: https://www.econbiz.de/10005607095
Persistent link: https://www.econbiz.de/10011005098
This research develops a semiparametric kernel-based estimator of hazard functions which does not assume proportional hazards. The maintained assumption is that the hazard functions depend on regressors only through a linear index. The estimator permits both discrete and continuous regressors,...
Persistent link: https://www.econbiz.de/10005100065