Similar Search Results

A consistent test for the parametric specification of the hazard function

Fan, Yanqin; Rilstone, Paul - In: Annals of economics and finance 2 (2001) 1, pp. 77-96

Persistent link: https://www.econbiz.de/10001732256

The second-order bias and mean squared error of nonlinear estimators

Rilstone, Paul - In: Journal of econometrics 75 (1996) 2, pp. 369-395

Persistent link: https://www.econbiz.de/10001204698

A Consistent Test for the Parametric Specification of the Hazard Function

Fan, Yanqin; Rilstone, Paul - In: Annals of Economics and Finance 2 (2001) 1, pp. 77-96

This paper develops a consistent test for the correct hazard rate specification within the context of random right hand censoring of the dependent variable. The test is based on comparing a parametric estimate with a kernel estimate of the hazard rate. We establish the asymptotic distribution of...

Persistent link: https://www.econbiz.de/10009145690

The second-order bias and mean squared error of nonlinear estimators

Rilstone, Paul; Srivastava, V. K.; Ullah, Aman - In: Journal of Econometrics 75 (1996) 2, pp. 369-395

Persistent link: https://www.econbiz.de/10005239049

Corrigendum to "The second-order bias and mean squared error of nonlinear estimators": [Journal of Econometrics 75(2) (1996) 369-395]

Rilstone, Paul; Ullah, Aman - In: Journal of Econometrics 124 (2005) 1, pp. 203-204

Persistent link: https://www.econbiz.de/10005192289

The secondorder bias and mean squared error of nonlinear estimators

Rilstone, Paul; Srivastava, V.K.; Ullah, Aman - In: Journal of econometrics 75 (1996) 2, pp. 368-396

Persistent link: https://www.econbiz.de/10006796236

Corrigendum to "The second-order bias and mean squared error of nonlinear estimators" - (Journal of Econometrics 75(2) (1996) 369-395)

Rilstone, Paul; Ullah, Aman - In: Journal of econometrics 124 (2005) 1, pp. 203

Persistent link: https://www.econbiz.de/10006749142