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A Test of Heterogeneity in Constant Hazard Models Using Least Squares
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Yoon, Bong Joon | - |
dc.date.accessioned | 2009-01-15T04:47:14Z | - |
dc.date.available | 2009-01-15T04:47:14Z | - |
dc.date.issued | 1991-04 | - |
dc.identifier.citation | Seoul Journal of Economics, Vol.4 No.2, pp. 141-146 | - |
dc.identifier.issn | 1225-0279 | - |
dc.identifier.uri | https://hdl.handle.net/10371/912 | - |
dc.description.abstract | The presence of unmeasured heterogeneity can seriously bias inference in economic duration models. To detect the presence of heterogeneity in the hazard models of duration, the tests proposed in the past utilize cumbersome maximum likelihood procedures. This paper presents an alternative test assuming a constant hazard. Our diagnostic test is based on the least squares regression, and hence it is simple to implement. | - |
dc.language.iso | en | - |
dc.publisher | Institute of Economic Research, Seoul National University | - |
dc.subject | constant hazard | - |
dc.subject | heterogeneity | - |
dc.title | A Test of Heterogeneity in Constant Hazard Models Using Least Squares | - |
dc.type | SNU Journal | - |
dc.contributor.AlternativeAuthor | 윤봉준 | - |
dc.citation.journaltitle | Seoul Journal of Economics | - |
dc.citation.endpage | 146 | - |
dc.citation.number | 2 | - |
dc.citation.pages | 141-146 | - |
dc.citation.startpage | 141 | - |
dc.citation.volume | 4 | - |
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