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Poverty comparisons with dependent samples (replication data)
Standard inference procedures for poverty comparisons require samples to be independent. For many commonly used income samples, however, this requirement is not fulfilled since... -
Selection correction and sensitivity analysis for ordered treatment effect on...
In estimating the effect of an ordered treatment effect on a count response y with an observational data where τ is self-selected (not randomized), observed variables x and... -
Non-linear error correction and the UK demand for broad money, 1878-1993 (rep...
In this paper we reconsider an error-correction model of UK broad money demand by Ericsson, Hendry and Prestwich. Their model is non-linear in both variables and parameters, and... -
Stylized facts of daily return series and the hidden Markov model (replicatio...
In two recent papers, Granger and Ding (1995a,b) considered long return series that are first differences of logarithmed price series or price indices. They established a set of...
