Penalized likelihood method can be used for hazard estimation with lifetime data that are right-censored, left-truncated, and possibly with covariates. This thesis consists of three parts. The first two parts address issues in the penalized likelihood method for single event lifetime data, and...

The estimation of conditional probability distribution functions (PDFs) in a kernel nonparametric framework has recently received attention. As emphasized by Hall, Racine and Li (2004), these conditional PDFs are extremely useful for a range of tasks including modelling and predicting consumer...

The identification of improved methods for characterizing crop yield densities has experienced a recent surge in activity due in part to the central role played by crop insurance in the Agricultural Risk Protection Act of 2000 (estimates of yield densities are required for the determination of...

Monotonicity of the equilibrium bidding strategy is a key property of structural auction models. Traditional nonparametric estimators provide a flexible means of uncovering salient features of auction data, but do not formally impose the monotonicity assumption that is inherent in the models...

Recent research on macroeconomic growth has been focused on resolving several key issues, two of which, specification uncertainty of the growth process and variable uncertainty, have received much attention in the recent literature. The standard procedure has been to assume a linear growth...

Monotonicity of the equilibrium bidding strategy is a key property of structural auction models. Traditional nonparametric estimators provide a flexible means of uncovering salient features of auction data, but do not formally impose the monotonicity assumption that is inherent in the models...

While economies of scope of lending and mobilizing deposits in banking are justifiedtheoretically (Diamond, 1984) and found empirically (see Saunders, 1999), in microfinance, theexistence and the magnitudes of scope economies has not been investigated. We use a semiparametric smooth coefficient...

The generalized linear model (GLM) is a popular model in many research areas. In theGLM, each outcome of the dependent variable is assumed to be generated from a particulardistribution function in the exponential family. The mean of the distribution depends onthe independent variables. The link...

This dissertation consists of three essays on econometric analysis including both parametric and nonparametric econometrics. The first chapter outlines three topics involved and briefly discusses the motivations and methods, as well as some conclusions in each of the following chapters.Both...

The first part of this doctorate dissertation examines the factors influencing the occurrence and costs of pinhole leak corrosion as well as the household decisions for corrosion prevention and plumbing material selection. Three mail surveys of households were used to elicit the experiences with...