For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution. Hence, the data is a truncated empirical process that we...

We examine the performance of asymptotic inference as well as bootstrap tests for the Alphabeta and Kobus-Mi±o´s family of inequality indices for ordered response data. We use Monte Carlo experiments to compare the empirical size and statistical power of asymptotic inference and the...

We examine the performance of asymptotic inference as well as bootstrap tests for the Alphabeta and Kobus-Miłoś family of inequality indices for ordered response data. We use Monte Carlo experiments to compare the empirical size and statistical power of asymptotic inference and the Studentized...

The linear dynamic panel data model provides a possible avenue to deal with unobservable individual-specific heterogeneity and dynamic relationships in panel data. The model structure renders standard estimation techniques inconsistent. Estimation and inference can, however, be carried out with...

The linear dynamic panel data model provides a possible avenue to deal with unobservable individual-specific heterogeneity and dynamic relationships in panel data. The model structure renders standard estimation techniques inconsistent. Estimation and inference can, however, be carried out with...