In this paper we analyse the problem of the modelling of individual transitions in presence of an incomplete sampling scheme.

This paper proposes to use a semi parametric regression method, named Sliced Inverse Regression (SIR hereafter), to analyse ambulatory blood pressure monitoring data.

The paper considers parametric and nonparametric estimation of the distribution function F. Issues of particular interest are the identification properties of this model and, in the nonparametric case, the speed of convergence of the estimator F. The latter depends upon the properties of the...

As the structure of consumer preferences plays a crucial role in the analysis of differentiated product markets, estimation of demand systems is a sensitive task. This paper contributes to this project in two ways. First, we develop a method to deal with the simultaneous choice of an equipment...

We propose an operational concept of Constrained Strategic Equilibrium (CSE) applicable to a broad class of empirical game theoreticmodels with incomplete information. By restricting the players' strategic sets, we can compute solutions from a strategic form of analyis based upon auxiliary Monte...

This paper proposes a nonparametric regression test of non-convexity of a smooth regression function based on least-squares or hybrid splines. By a simple formulation of the convexity hypothesis in the class of all polynomial cubic splines, we build a test which has asymptotically size alpha and...