When analyzing the productivity of firms, one may want to compare how the firms transform a set of inputs x (typically labor, energy or capital) into an output y (typically a quantity of goods produced). The economic efficiency of a firm is then defined in terms of its ability of operating close...

One of the most difficult problems in applications of semiparametric generalized partially linear single-index model (GPLSIM) is the choice of pilot estimators and complexity parameters which may result in radically different estimators. Pilot estimators are often assumed to be root-n...

Under the symmetric α-stable distributional assumption for the disturbances, Blattberg et al (1971) consider unbiased linear estimators for a regression model with non-stochastic regressors. We consider both the rate of convergence to the true value and the asymptotic distribution of the...

Least squares (LS) and maximum likelihood (ML) estimation are considered for unit root processes with GARCH (1, 1) errors. The asymptotic distributions of LS and ML estimators are derived under the condition alpha + beta 1. The former has the usual unit root distribution and the latter is a...

Summary In this paper we study the integer-valued autoregressive model, which belongs to the class of thinning models with count data.We mainly focus on the random coefficient integer-valued autoregressive (RCINAR) model and propose a conditional least absolute deviation (CL 1 ) method to...

We derive general formulae for the asymptotic distribution of the LIML estimator for the coefficients of both endogenous and exogenous variables in a partially identified linear structural equation. We extend previous results of Phillips (1989) and Choi and Phillips (1992) where the focus was on...

Endogenous sampling with matching (also called gmixed samplingh) occurs when the statistician samples from the non-right- censored subset at a predetermined proportion and matches on one or more exogenous variables when sampling from the right-censored subset. This is widely applied in the...