SPECIFICATION TESTS FOR THE COMPETING RISKS DURATION MODEL: AN APPLICATION TO UNEMPLOYMENT DURATION AND SECTORAL MOVEMENT
为竞争风险持续期模型开发了三种设定检验，包括一般性误设检验以及针对异质性和缺陷风险分布的特定检验，并应用于失业持续期数据，分析失业者是否重返原行业或转行。
ABSTRACTS This study develops three specification tests for the competing risks duration model. They include a general test for misspecification and specific tests for heterogeneity and defective risk distributions. The last two tests involves null hypotheses located on the boundary of the parameter space, and we consider alternative formulations of the score test to take account of this. The tests are applied to models of unemployment duration in which displaced job seekers may become re‐employed in the pre‐unemployment industry or switch industries.