Models with externalities have become increasingly popular for studying both long-term growth and business cycle fluctuations. Externalities can lead to indeterminacy, allowing self-fulfilling expectations to determine the equilibrium. This paper argues that the importance of indeterminacy might...

The effective use of spatial information, that is the geographic locations of population units, in a regression model-based approach to small area estimation is an important practical issue. One approach for incorporating such spatial information in a small area regression model is via...

Predictive regressions are linear specications linking a noisy variable such as stock returns to past values of a more persistent regressor such as valuation ratios, interest rates etc with the aim of assessing the presence or absence of predictability. Key complications that arise when...

This thesis investigates differentials in the levels of fertility, nuptiality and contraceptive use in Liberia and Ghana, using data from the recent Demographic and Health Surveys in these countries. Of particular interest is the effect of the community in which a woman lives on her current and...

Complex designs are often used to select the sample which is followed over time in a panel survey. We consider some parametric models for panel data and discuss methods of estimating the model parameters which allow for complex schemes. We incorporate survey weights into alternative point...

Government statistical agencies often apply statistical disclosure limitation techniques to survey microdata to protect confidentiality. There is a need for ways to assess the protection provided. This paper develops some simple methods for disclosure limitation techniques which perturb the...

The parameters of a finite mixture model cannot be consistently estimated when the data come from an embedded distribution with fewer components than that being fitted, because the distribution is represented by a subset in the parameter space, and not by a single point. Feng & McCulloch (1996)...

A confidence interval is a standard way of expressing our uncertainty about the value of a population parameter. In survey sampling most methods of confidence interval estimation rely on “reasonable” assumptions to be true in order to achieve nominal coverage levels. Typically these...

Estimates of the distribution of hourly wage rates for employees are an important output for a national statistics agency. However, many employees are not paid by the hour and so their hourly wage rate data are effectively missing in a survey that attempts to collect this information. A standard...

Small area estimation techniques are employed when sample data are insufficient for acceptably precise direct estimation in domains of interest. These techniques typically rely on regression models that use both covariates and random effects to explain variation between domains. However, such...