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Multivariate nonparametric estimation on censored panel data
Heckman and Singer (1984) argued that in typical longitudinal analyses, standard treatments of heterogeneity components result in incorrect parameterization of the duration model. As a consequence, estimation bias is not ...
Essays on semiparametric estimation and structural modeling with applications in the banking industry
New semiparametric panel estimation methods have been developed, which make minimal distributional or functional form assumptions on the model. These estimators are illustrated in an efficiency analysis of the banking ...
Essays on parametric and nonparametric modeling and estimation with applications to energy economics
My dissertation research is composed of two parts: a theoretical part on semiparametric efficient estimation and an applied part in energy economics under different dynamic settings. The essays are related in terms of their ...