@article{ART001559602,
author={조진서 and 정다울 and Halbert White},
title={Experience with the Weighted Bootstrap in Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models},
journal={계량경제학보},
issn={1229-2893},
year={2011},
volume={22},
number={2},
pages={60-91}
}

TY - JOUR
AU - 조진서
AU - 정다울
AU - Halbert White
TI - Experience with the Weighted Bootstrap in Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models
T2 - 계량경제학보
JO - 계량경제학보
PY - 2011
VL - 22
IS - 2
PB - 한국계량경제학회
SP - 60
EP - 91
SN - 1229-2893
AB - We study the properties of the likelihood-ratio test for unobserved heterogeneity in duration models using mixtures of exponential and Weibull distributions proposed by Cho and White (2010). As they note, this involves a nuisance parameter identified only under the alternative. We apply the asymptotic critical values in Cho and White (2010) and compare these with Hansen's (1996) weighted bootstrap. Our Monte Carlo experiments show that the weighted bootstrap provides superior asymptotic critical values.
KW - Likelihood-ratio statistic, Asymptotic critical values, Weighted bootstrap,Monte Carlo experiments.
DO -
UR -
ER -

조진서, 정다울 and Halbert White. 2011, "Experience with the Weighted Bootstrap in Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models", 계량경제학보, vol.22, no.2 pp.60-91.

조진서, 정다울, Halbert White "Experience with the Weighted Bootstrap in Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models" 계량경제학보 22.2 pp.60-91 (2011) : 60.

조진서, 정다울, Halbert White. Experience with the Weighted Bootstrap in Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models. 2011; 22(2), 60-91.

조진서, 정다울 and Halbert White. "Experience with the Weighted Bootstrap in Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models" 계량경제학보 22, no.2 (2011) : 60-91.

조진서; 정다울; Halbert White. Experience with the Weighted Bootstrap in Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models. 계량경제학보, 22(2), 60-91.

조진서; 정다울; Halbert White. Experience with the Weighted Bootstrap in Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models. 계량경제학보. 2011; 22(2) 60-91.

조진서, 정다울, Halbert White. Experience with the Weighted Bootstrap in Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models. 2011; 22(2), 60-91.

조진서, 정다울 and Halbert White. "Experience with the Weighted Bootstrap in Testing for Unobserved Heterogeneity in Exponential and Weibull Duration Models" 계량경제학보 22, no.2 (2011) : 60-91.