Testing for Independence in Multivariate Duration Models
Year of publication: |
1999-02-09
|
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Authors: | Söderberg, Hans ; Lyhagen, Johan |
Institutions: | Economics Institute for Research (SIR), Handelshögskolan i Stockholm |
Subject: | Competing risks | Information matrix test | Bootstrap |
Extent: | application/pdf application/postscript |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series SSE/EFI Working Paper Series in Economics and Finance Number 302 15 pages |
Classification: | C12 - Hypothesis Testing ; C41 - Duration Analysis |
Source: |
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