Current Index to Statistics
Journal of Econometrics
Efficient estimation of panel data models with sequential moment restrictions
Bayesian analysis of compound loss distributions
Pai, Jeffrey S.
Convergence rates and asymptotic normality for series estimators
Newey, Whitney K.
On the use of panel data in stochastic frontier models with improper priors
Steel, Mark F. J.
Duration, transition and count data models
Inference in non-linear panel models with partially missing observations: The case of the equilibrium search model
Christensen, Bent Jesper
Kiefer, Nicholas M.
Association measures for durations in bivariate hazard rate models
van den Berg, Gerard J.
Estimation and inference with censored and ordered multinomial response data
A count data model with unobserved heterogeneity
On seasonality and business cycle durations: A nonparametric investigation
Bayes WESML: Posterior inference from choice-based samples
Job search theory, labour supply and unemployment duration
Bloemen, Hans G.
Labour market transitions and retirement of men in the UK
Research and development, competition and innovation: Pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity
Debt, moral hazard and airline safety: An empirical evidence
Estimation and inference in nearly unbalanced nearly cointegrated systems
Applying linear time-varying constraints to econometric models: With an application to demand systems
Doran, Howard E.
Rambaldi, Alicia N.
Augmented GARCH $(p,q)$ process and its diffusion limit