Selected Publications
Using a Laplace approximation to estimate the random coefficients logit model by non-linear least squares
Current methods of estimating the random coefficients logit model employ simulations of the distribution of the […]
Latest version
Estimating a semi-parametric duration model without specifyingheterogeneity
This paper presents a new estimator for the mixed proportionalhazard model that allows for a nonparametric […]
Latest version
Estimating a semi-parametric duration model without specifying heterogeneity
Estimation of heteroskedasticity and autocorrelation consistent covariance matrices (HACs) is a well established problem in time […]
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Estimation of polynomial errors-in-variables models
Methods of estimation of regression coefficients are proposed when the regression function includes a polynomial in […]