Specification Diagnostics for Duration Models: A Martingale Approach

Brian McCall

Working Papers from Minnesota - Industrial Relations Center

Keywords: STATISTICAL; ANALYSIS (search for similar items in EconPapers)
JEL-codes: C15 C19 (search for similar items in EconPapers)
Pages: 27 pages
Date: 1992
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Journal Article: Specification diagnostics for duration models: A martingale approach (1994)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:minnir:92-14

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