Testing for unobserved heterogeneity in exponential and Weibull duration models

Journal of Econometrics

Volumn 157, Issue 2, 2010, Pages 458-480

  Cho, Jin Seo ^a   White, Halbert ^b  

^a Yonsei University   (South Korea)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Interarrival times; Likelihood ratio test; Mixture models; Search theory; Unobserved heterogeneity

Indexed keywords

CRITICAL VALUE; DURATION MODELS; INFORMAL INFERENCE; INFORMATION MATRIX; INTER-ARRIVAL TIME; LIKELIHOOD RATIO TESTS; LIKELIHOOD RATIOS; LR-TEST; MONTE CARLO SIMULATION; NUISANCE PARAMETER; NULL DISTRIBUTION; PARAMETER SPACES; PARAMETER VALUES; REGULARITY CONDITION; SEARCH THEORY; UNOBSERVED HETEROGENEITY; WEIBULL;

ASYMPTOTIC ANALYSIS; COMPUTER SIMULATION; LAGRANGE MULTIPLIERS; MAXIMUM LIKELIHOOD ESTIMATION; MIXTURES; MONTE CARLO METHODS; OPERATIONS RESEARCH; POPULATION STATISTICS; WEIBULL DISTRIBUTION;

STATISTICAL TESTS;

EID: 77953690558     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2010.03.046     Document Type: Article

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