INVESTIGADORES
MONTES ROJAS Gabriel Victorio
artículos
Título:
A simple IM test for exponential distributions
Autor/es:
ACOSTA, PABLO ARIEL; MONTES ROJAS, GABRIEL VICTORIO
Revista:
APPLIED ECONOMICS LETTERS (PRINT)
Editorial:
Routledge
Referencias:
Año: 2009 vol. 16 p. 109 - 109
ISSN:
1350-4851
Resumen:
We construct a simple information matrix misspecification test for exponential distributions that can be applied in duration models. We evaluate the test performance using Monte Carlo simulation experiments. We found good empirical size properties and good power against Weibull and Gamma distributions.