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A comparison of the power of some tests for conditional heteroscedasticity
Péguin-Feissolle, Anne - In: Economics letters 63 (1999) 1, pp. 5-17
Persistent link: https://www.econbiz.de/10001398780
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Bayesian analysis of duration models : an application to Chapter 11 bankruptcy
Li, Kai - In: Economics letters 63 (1999) 3, pp. 305-312
Persistent link: https://www.econbiz.de/10001398940
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On the residual autocorrelation of the autoregressive conditional duration model
Li, Wai Keung; Yu, L. H. - In: Economics letters 79 (2003) 2, pp. 169-175
Persistent link: https://www.econbiz.de/10001750931
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The non-parametric identification of lagged duration dependence
Frijters, Paul - In: Economics letters 75 (2002) 3, pp. 289-292
Persistent link: https://www.econbiz.de/10001667157
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Stayers versus defecting movers : a note on the identification of defective duration models
Abbring, Jaap H. - In: Economics letters 74 (2002) 3, pp. 327-331
Persistent link: https://www.econbiz.de/10001654063
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Residual analysis censored duration data : received 31. 10. 1984
Chesher, Andrew - In: Economics letters 18 (1985) 1, pp. 35-38
Persistent link: https://www.econbiz.de/10001997963
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A reinvestigation of contract duration using Quantile Regression for Counts analysis
Liu, Chunping; Peng, Amy - In: Economics letters 106 (2010) 3, pp. 184-187
Persistent link: https://www.econbiz.de/10003952059
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Identification of lagged duration dependence in multiple-spell competing risks models
Horny, Guillaume; Picchio, Matteo - In: Economics letters 106 (2010) 3, pp. 241-243
Persistent link: https://www.econbiz.de/10003952094
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Lagged duration dependence in mixed proportional hazard models
Picchio, Matteo - In: Economics letters 115 (2012) 1, pp. 108-110
Persistent link: https://www.econbiz.de/10009615291
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Fixed effects maximum likelihood estimation of flexibly parametric proportional hazard model with an application to job exits
Light, Audrey; Omori, Yoshiaki - In: Economics letters 116 (2012) 2, pp. 236-239
Persistent link: https://www.econbiz.de/10009674479