This paper derives two simple artificial Double Length Regressions (DLR) to test for spatial dependence. The first DLR tests for spatial lag dependence while the second DLR tests for spatial error dependence. Both artificial regressions utilize only least squares residuals of the restricted...

Research in empirical health economics has found that the relationship between medical expenditures and age, income and other variables can be highly nonlinear. Moreover, men and women can have quite different medical expenditure patterns due to their differences in life expectancy. Thus it may...

We consider nonparametric/semiparametric estimation and testing of econometric models with data dependent smoothing parameters. Most of the existing works on asymptotic distributions of a nonparametric/semiparametric estimator or a test statistic are based on some deterministic smoothing...

This chapter reviews the recent developments in the estimation of panel data models in which some variables are only partially observed. Specifically we consider the issues of censoring, sample selection, attrition, missing data, and measurement error in panel data models. Although most of these...

This paper studies the asymptotic properties of the semiparametric estimator considered by Pagan and Ullah (1988) and Pagan and Hong (1991) for models with risk terms. We show that when the risk term is nonparametrically specified, the estimator with generated regressors suggested by Pagan and...