In this dissertation we investigate bootstrap and likelihood based methods for constructing confidence intervals in some non-standard problems. The non-standard problems studied include problems with non root-n convergence (e.g., cube-root convergence), estimation problems where the parameter is...

Consider three different but related problems with auxiliary information: infinite population sampling or Monte Carlo with control variates, missing response with explanatory variables, and Poisson and rejective sampling with auxiliary variables. We demonstrate unified regression and likelihood...

This paper considers the problem of simple linear regression with interval-censored data. That is, <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$n$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>n</mi> </math> </EquationSource> </InlineEquation> pairs of intervals are observed instead of the <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$n$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi>n</mi> </math> </EquationSource> </InlineEquation> pairs of precise values for the two variables (dependent and independent). Each of these intervals is closed but possibly...</equationsource></equationsource></inlineequation></equationsource></equationsource></inlineequation>

As previously argued, the correlation between included and omitted regressors generally causes inconsistency of standard estimators for count data models. Using a specific residual function and suitable instruments, a consistent generalized method of moments estimator can be obtained under...

Recent advances in the econometric modelling of count data have often been based on the generalized method of moments (GMM). However, the two-step GMM procedure may perform poorly in small samples, and several empirical likelihood-based estimators have been suggested alternatively. In this paper...

As previously argued, the correlation between included and omitted regressors generally causes inconsistency of standard estimators for count data models. Using a specific residual function and suitable instruments, a consistent generalized method of moments estimator can be obtained under...

We consider the partially linear model relating a response Y to predictors (X,T) with mean function XT Ø + g(T) when the T's are measured with additive error. We derive an estimator of Ø by modification local-likelihood method. The resulting estimator of Ø is shown to be asymptotically...