[R] fitting Autoregressive Conditional Duration and Cox Proportional Hazard model in R

Michael comtech.usa at gmail.com
Fri May 22 17:04:19 CEST 2009


Hi all,

Could anybody point me to some existing code in R for fitting
Autoregressive Conditional Duration and Cox proportional hazard model
and with model selection and model specification tests?

Thank you!




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