Allen, David E.; Lazarov, Zdravetz; McAleer, Michael - School of Business, Edith Cowan University - 2007
In this paper we model intra-daily seasonality in the shape of the residual distribution of the standard ACD model, which is estimated using diurnally (seasonally) adjusted duration data. Specifically, for two of the three companies in our sample, the shapes of the residual distribution for...