This study assesses whether income constraints inhibit spending on fruits and vegetables among low-income households. If this is the case, then it is hypothesized that the distribution of expenditures on fruits and vegetables by low-income households should be stochastically dominated by the...

Hall & Yao (2003) showed that, for ARCH/GARCH, i.e. autoregressive conditional heteroscedastic/generalised autoregressive conditional heteroscedastic, models with heavy‐tailed errors, the conventional maximum quasilikelihood estimator suffers from complex limit distributions and slow...

This study assesses whether income constraints inhibit spending on fruits and vegetables among low-income households. If this is the case, then it is hypothesized that the distribution of expenditures on fruits and vegetables by low-income households should be stochastically dominated by the...

We propose estimators for the parameters of a linear median regression without any assumption on the shape of the error distribution including no condition on the existence of moments allowing for heterogeneity (or heteroskedasticity) of unknown form, noncontinuous distributions, and very...

This chapter reviews recent advances in nonparametric and semiparametric estimation, with an emphasis on applicability to empirical research and on resolving issues that arise in implementation. It considers techniques for estimating densities, conditional mean functions, derivatives of...

Nawata [8–10] proposed a new estimator for the standard regression, censored regression, and binary choice models, based on grouping of observations. This paper shows that Nawata's grouping method can be generalised to various types of estimation problems and represents a new class of...