Centre for microdata methods and practice
Professor of Econometrics, University of Cambridge
Missing values are endemic in the data sets available to econometricians. This paper suggests a unified… Continue reading.
The principal purpose of this paper is to describe the performance of generalized empirical likelihood (GEL)… Continue reading.
In an effort to improve the small sample properties of generalized method of moments(GMM) estimators, a… Continue reading.
The impact of response measurement error in duration data is investigated using small parameter asymptotic approximations… Continue reading.
Misspecification tests for parametric models, f(y, θ), that examine data for failure of moment conditions implied… Continue reading.
Misspecification tests for parametric models, f(y, θ), that examine data for failure of moment conditions implied… Continue reading.
This note resolves two conflicting published corrections to Hayakawa’s (1977) expansion of the likelihood ratio statistic,… Continue reading.