When there is uncertainty concerning the appropriate statistical model to use in representing the data sampling process and corresponding estimators, we consider a basis for optimally combining estimation problems. In the context of the multivariate linear statistical model, we consider a...

This paper introduces a new class of estimators based on minimization of the Cressie-Read (CR) power divergence measure for binary choice models, where neither a parameterized distribution nor a parameterization of the mean is specified explicitly in the statistical model. By incorporating...

This paper presents empirical evidence concerning the finite sample performance of conventional and generalized empirical likelihood-type estimators that utilize instruments in the context of linear structural models characterized by endogenous explanatory variables. There are suggestions in the...

Agricultural economists are often interested in characterizing or summarizing how economic processes and institutions have changed through time as well as what paths they are likely to take in future time periods. Given this interest or objective, we are therefore interested in methods of...

IN THE FIRST PART of this paper, we are I concerned with formulating an interregional activity analysis model for a multiproduct industry. The model is first presented as a generalization, applicable to many such industries. The remainder of the paper illustrates a specific application of the...

This paper considers estimation and inference for the binary response model in the case where endogenous variables are included as arguments of the unknown link function. Semiparametric estimators are proposed that avoid the parametric assumptions underlying the likelihood approach as well as...

Information theoretic estimators are specified for a system of linear simultaneous equations, including maximum empirical likelihood, maximum empirical exponential likelihood, and maximum log Euclidean likelihood. Monte Carlo experiments are used to compare finite sample performance of these...