Re: [Gretl-devel] duration models and Liu-Hong test

Any duration model experts out there? I'm trying to get started with implementing Liu and Hong's omnibus specification test for duration models with censoring -- see http://ajbuckeconbikesail.net/Seminars/Spring_08/Duration_Chapter1.pdf -- but I've got stuck on what seems like it should be an elementary point. The relevant pages of the article are 6-10. Here's my problem: their empirical survivor function (p. 10) involves counting cases where V_i(\theta) and C_i(\theta), for observations i, are greater than duration value t. But V_i and C_i are (if I'm reading the paper right) CDF values and therefore limited to [0,1], while the duration t is said on page 6 to be distributed on [0, \infty). So I don't see how these two terms can be meaningfully compared. I guess I'm missing some implicit mapping/transformation (maybe of t onto [0,1]?). Can anyone help? Allin