CONSISTENT STANDARD ERRORS FOR SEMIPARAMETRIC DURATION MODELS WITH UNOBSERVED HETEROGENEITY

Authors
BEARSE P CANALS J RILSTONE P
Citation
P. Bearse et al., CONSISTENT STANDARD ERRORS FOR SEMIPARAMETRIC DURATION MODELS WITH UNOBSERVED HETEROGENEITY, Economics letters, 59(2), 1998, pp. 153-156
Citations number
5
Categorie Soggetti
Economics
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
59
Issue
2
Year of publication
1998
Pages
153 - 156
Database
ISI
SICI code
0165-1765(1998)59:2<153:CSEFSD>2.0.ZU;2-D
Abstract
This paper uses the semiparametric approach of Bearse, Canals and Rils tone (1996) to estimate a duration model of strike lengths with unobse rved heterogeneity. Consistent standard errors are reported and compar ed to traditional parametric estimates. (C) 1998 Elsevier Science S.A.