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Specification tests based on the heterogeneous generalized gamma model of duration : with an application to Kennan's strike data

Jaggia, Sanjiv - In: Journal of applied econometrics 6 (1991) 2, pp. 169-180

Persistent link: https://www.econbiz.de/10001107420

Tests of moment restrictions in parametric duration models

Jaggia, Sanjiv - In: Economics letters 37 (1991) 1, pp. 35-38

Persistent link: https://www.econbiz.de/10001110915

Alternative forms of the score test for heterogeneity in a censored exponential model

Jaggia, Sanjiv - In: The review of economics and statistics 79 (1997) 2, pp. 340-343

Persistent link: https://www.econbiz.de/10001222398

The choice of a mixing distribution in duration models

Jaggia, Sanjiv - In: Economics letters 37 (1991) 4, pp. 405-409

Persistent link: https://www.econbiz.de/10001120372

Contested tender offers : an estimate of the hazard function

Jaggia, Sanjiv - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 1, pp. 113-119

Persistent link: https://www.econbiz.de/10001177097

Practical considerations when estimating in the presence of autocorrelation

Jaggia, Sanjiv; Kelly, Alison - In: Case studies in business, industry and government … 2 (2008/2009) 1, pp. 21-27

Persistent link: https://www.econbiz.de/10003966946

Practical Considerations When Estimating in the Presence of Autocorrelation

Jaggia, Sanjiv; Kelly, Alison - 2005

When correcting for autocorrelation, most econometrics texts suggest using a quasi-differencing procedure. A number of issues arise. First, it is found that popular two-step procedures do not sufficiently correct for autocorrelation in certain instances. Second, while it is true that most...

Persistent link: https://www.econbiz.de/10014062332