There are different views on the specifications of market share models between economists and marketing researchers. The paper made a multi-criteria comparison between the two well-known demand system models, the AIDS and Translog model that are subject to the symmetry and homogeneity...

An indirect estimator is proposed for two long memory volatility models; the fractionally integrated generalised autoregressive conditional heteroskedasticity (FIGARCH) model and the long memory stochastic volatility (LMSV) model. The small sample properties of the indirect estimator are...

In order to forecast one-step ahead volatility, we calculated jump intensity by using estimated parameters of a duration model of price change. In this procedure, we do not assume any distribution on log-return. Although we do not make any distributional assumption, we may practically choose a...

This paper considers the analysis of data from randomized trials which offer a sequence of interventions and suffer from a variety of problems in implementation. In experiments that provide treatment in multiple periods (T1), subjects have up to 2^{T}-1 counterfactual outcomes to be estimated to...

I develop and structurally estimate a sequential model of school attendance, employment and marital choices of young women to investigate the determinants of women’s college attendance decisions. The environment that individuals in this model face is rich. Investments in schooling and...