Experience with the weighted bootstrap in testing for unobserved heterogeneity in exponential and weibull duration models

Journal of Economic Theory and Econometrics

Volumn 22, Issue 2, 2011, Pages 60-91

  Cho, Jin Seo ^a   Cheong, Ta Ul ^b   White, Halbert ^c  

^a Yonsei University   (South Korea)

^b Korea University   (South Korea)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Asymptotic critical values; Likelihood ratio statistic; Monte carlo experiments; Weighted bootstrap

Indexed keywords

EID: 79959984460     PISSN: 12292893     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (14)

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