The new book by Hardin and Hilbe (2003) is reviewed. Copyright 2003 by Stata Corporation.

The process through which food or beverages is verified as complying with its label description is called food authentication. We propose to treat the authentication process as a classification problem. We consider multivariate observations and propose a multivariate Bayesian classifier that...

We propose an empirical likelihood method for application to a partially linear panel data model with fixed effects. The empirical log-likelihood ratio statistic is proved to be asymptotically chi-squared distributed, and the asymptotic properties of estimators for both the parametric and...

This paper introduces a new regression model - Markov-switching mixed data sampling (MS-MIDAS) - that incorporates regime changes in the parameters of the mixed data sampling (MIDAS) models and allows for the use of mixed-frequency data in Markov-switching models. After a discussion of...