We consider a parametric spectral density with power-law behaviour about a fractional pole at the unknown frequency !. The case of known !, especially ! = 0, is standard in the long memory literature. When ! is unknown, asymptotic distribution theory for estimates of parameters, including the...

Using data from the British Household Panel Survey, we illustrate how longitudinal repeated measures of binary outcomes are analysed using population average and subject specific logistic regression models. We show how the autocorrelation found in longitudinal data is accounted for by both...

This paper provides a survey of results on the quantiles of a Brownian motion with drift as well as a general Lévy process. The motivation is to calculate the price of related financial options. At the end of the paper some new results on variability orderings between various quantities...

We estimate the impact of compulsory schooling on earnings using changes in compulsory schooling laws in West Germany after World War II. Most estimates in the literature indicate returns in the range of 10% to 15%. While our research design is very similar to studies for various other...

We propose two new types of nonparametric tests for investigating multivariate regression functions. The tests are based on cumulative sums coupled with either minimum volume sets or inverse regression ideas; involving no multivariate nonparametric regression estimation. The methods proposed...

Correlated nonresponse within clusters arises in certain survey settings. It is often represented by a random effects model and assumed to be cluster-specific nonignorable, in the sense that survey and nonresponse outcomes are conditionally independent given cluster-level random effects. Two...

This working paper presents a series of preliminary results of an investigation into the spatial distribution of migrant populations across England and Wales and within London's Extended Metropolitan Region.