Duration dependence testing

[wardb]

Has anyone written code for estimating the hazard functions based on the Weibull models given by equations 1-4 in
"Duration Dependence Testing for Speculative Bubbles" by YS Harman and TW Zuehlke, J. of Economics and Finance, v28 no2 (2004),
pp 147-154? If so, I'd be most grateful if you would kindly share it with me.

Thanks in advance.
Bert

[TomDoan]

Greene has an example of duration analysis which uses several of those likelihoods. The log likelihoods for the others aren't difficult. It looks like the biggest problem is constructing the data set. You need to convert the financial data into a set of observations on lengths of runs of abnormal positive returns.