Global climate models predict a rise in extreme weather in the next century. To better understand future interactions among adaptation costs, socioeconomic development, and climate change in developing countries, observed losses of life from floods and droughts during 1960-2003 are modeled using...

A simple saddlepoint (SP) approximation for the distribution of generalized empirical likelihood (GEL) estimators is derived. Simulations compare the performance of the SP and other methods such as the Edgeworth and the bootstrap for special cases of GEL: continuous updating, empirical...

Incorrect specification of the hazard rate in duration analysis can produce inconsistent estimators of the parameters of the model. We propose a new estimator for discrete duration models in which the hazard rate is comprised of an inner index function of the covariates and time variable and an...

Nonparametric estimators are frequently criticized for their poor performance in small samples. In this paper, the author considers using kernel methods for the estimation of the expected derivatives of a regression function. The proposed estimators are shown to be asymptotically normal and...