This paper presents some two-step estimators for a wide range of parametric panel data models with censored endogenous variables and sample selection bias. Our approach is to derive estimates of the unobserved heterogeneity responsible for the endogeneity/selection bias to include as additional...

In this paper we derive the asymptotic distribution of the test statistic of a generalized version of the integrated conditional moment (ICM) test of Bierens (1982, 1984), under a class of Vn-local alternatives, where n is the sample size. The generalized version involved includes neural network...

We formulate a general representation of points z 2 <n

A new semiparametric estimator for the censored regression panel data model with fixed effects is introduced. It is based upon an estimator proposed by Honore for the case of two time periods combined with ideas of Newey to improve the efficiency. The estimator is more efficient than Honore's...

Optimization of simulated systems is the goal of many methods, but most methods as- sume known environments. We, however, develop a `robust' methodology that accounts for uncertain environments. Our methodology uses Taguchi's view of the uncertain world, but replaces his statistical techniques...

Consider n i.i.d. random elements on C[0; 1].We show that under an appropriate strengthening of the domain of attraction condition natural estimators of the extreme-value index, which is now a continuous function, and the normalizing functions have a Gaussian process as limiting distribution.A...

Length-biased sampling situations may occur in clinical trials, reliability, queueing models, survival analysis and population studies where a proper sampling frame is absent.In such situations items are sampled at rate proportional to their length so that larger values of the quantity being...