This paper proposes to use a semi parametric regression method, named Sliced Inverse Regression (SIR hereafter), to analyse ambulatory blood pressure monitoring data.

This paper proposes alternative methods for constructing estimators from accept-reject samples by incorporating the variables rejected by the algorithm.

This paper synthesises a global approach to both Bayesian and likelihood treatments of the estimation of the parameters of a hidden Markov model for the cases of normal and Poisson underlying distribution.

This paper puts forth a concept of Adptivety Rational Equilibrium (A.R.E) where agents base decisions upon predictions of future values of endogenous variables whose actual values are determined by equilibrium equations.

This paper investigates the behavior of long zero-coupon rates and its consequences for usual arbitrage models of the term structure.

In this paper we address the issue of the efficient estimation of the cointegrating vector in linear regression models with variables that follow general (higher order and fractionally) integrated processes.