Similar Search Results

Alternative Forms of the Score Test for Heterogeneity in a Censored Exponential Model

Jaggia, Sanjiv - In: The Review of Economics and Statistics 79 (1997) 2, pp. 340-343

Different versions of the score test for neglected heterogeneity for a right censored exponential model are analyzed. These tests depend on how the information matrix is estimated. A test based on the theoretical information matrix is derived that is shown to outperform all the other tests....

Persistent link: https://www.econbiz.de/10010835691

Return, purchase, or skip? Outcome, duration, and consumer behavior in the rent-to-own market

Anderson, Michael; Jaggia, Sanjiv - In: Empirical Economics 43 (2012) 1, pp. 313-334

Persistent link: https://www.econbiz.de/10010845926

An evaluation of chapter 11 bankruptcy filings in a competing risks framework

Jaggia, Sanjiv; Thosar, Satish - In: Journal of economics and finance 43 (2019) 3, pp. 569-581

Persistent link: https://www.econbiz.de/10012171499

Modelling skewness and elongation in financial returns: the case of exchange-traded funds

Jaggia, Sanjiv; Kelly-Hawke, Alison - In: Applied financial economics 19 (2009) 16-18, pp. 1305-1316

Persistent link: https://www.econbiz.de/10008320863

Contested Tender Offers: An Estimate of the Hazard Function

Jaggia, Sanjiv; Thosar, Satish - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 1, pp. 113-120

Persistent link: https://www.econbiz.de/10008223873

An Analysis of the Factors that Influence Student Performance: A Fresh Approach to an Old Debate

Jaggia, Sanjiv; Kelly-Hawke, Alison - In: Contemporary economic policy : a journal of Western … 17 (1999) 2, pp. 189-198

Persistent link: https://www.econbiz.de/10007686588

A partial defense of the giant squid

Jaggia, Sanjiv; Thosar, Satish - In: Journal / The Capco Institute : journal of financial … 28 (2010), pp. 8-11

Persistent link: https://www.econbiz.de/10009895922

An analysis of second time around bankruptcies using a split-population duration model

Bandopadhyaya, Arindam; Jaggia, Sanjiv - In: Journal of empirical finance 8 (2001) 2, pp. 201

Persistent link: https://www.econbiz.de/10007239803

Identifiability of the misspecified split hazard models

Jaggia, Sanjiv - In: Applied economics 43 (2011) 24, pp. 3441-3448

Persistent link: https://www.econbiz.de/10009185396

Practical Considerations When Estimating in the Presence of Autocorrelation

Jaggia, Sanjiv; Kelly-Hawke, Alison - 2005

When correcting for autocorrelation, most econometrics texts suggest using a quasi-differencing procedure. A number of issues arise. First, it is found that popular two-step procedures do not sufficiently correct for autocorrelation in certain instances. Second, while it is true that most...

Persistent link: https://www.econbiz.de/10014062332