A new estimator of the scale parameter [sigma] of an absolutely continuous distribution F[(x - [mu])/[sigma]] in a location-scale family is described. The estimator is based on the empirical characteristic function of the data. It is affine equivariant, strongly consistent, asymptotically normal...

The optimal minimum distance (OMD) estimator for models of covariance structures is asymptotically efficient but has much worse finite-sample properties than does the equally-weighted minimum distance (EWMD) estimator. This paper shows how the bootstrap can be used to improve the finite-sample...

Linear models with error components are widely used to analyze panel data. Some applications of these models require knowledge of the probability densities of the error components. Existing methods handle this requirement by assuming that the densities belong to known parametric families of...

Survey nonresponse makes identification of population statistics problematic. Except in special cases, identification is possible only if one makes untestable assumptions about the distribution of the missing data. However, non-response does not preclude identification of bounds on population...

This paper is concerned with inference about a function g that is identified by a conditional moment restriction involving instrumental variables. The paper presents a test of the hypothesis that g belongs to a finite-dimensional parametric family against a nonparametric alternative. The test...

Probabilistic discrete choice models of travel demand often are tested for the presence of specification errors by comparing the models' predictions of aggregate choice shares in population strata with observed shares. A model is rejected as misspecified if the differences between its...

In a recent article in Transportation Research, Daganzo (1981) described a model of gap acceptance that permits the mean of the gap acceptance function to vary among drivers and permits the duration of the shortest acceptable gap for each driver to vary among gaps. The model contains several...