In this paper, we consider a model selection issue in semiparametric panel data models with fixed effects. The modelling framework under investigation can accommodate both nonlinear deterministic trends and cross-sectional dependence. And we consider the so-called "large panels" where both the...

In this paper we obtain bounds under weaker nonparametric assumptions and explore how the bounds with assumptions imposed.

This paper estimates the long-term trends in the daily maxima of tropospheric ozone at six sites around the state of Texas. The statistical methodology we use controls for the effects of meteorological variables because it is known that variables such as temperature, wind speed and humidity...

This paper presnets a method for simultaneously estimating a system of nonparametric multiple regressions which may seem unrelated, but where the errors are potentially correlated between equations. We show that the prime advantage of estimating such a 'seemingly unrelated' system of...

A new regression based approach is proposed for modeling marketing databases. The approach is Bayesian and provides a number of significant improvements over current methods. Independent variables can enter into the model in either a parametric or nonparametric manner, significant variables can...

Examining the accuracy of the monopolistic competition theory's predictions for import volumes, we assess whether this theory accounts for the empirical success of the gravity equation. Since certain factor-endowment based theories have the same prediction for import volumes, we employ...

Background: This study investigates possible mechanisms that can explain the association between unemployment and smoking, that is a) unemployment increases smoking probability (causation), b) smoking increases the probability to become unemployed (selection), and c) differences in both smoking...

Background: This study investigates possible mechanisms that can explain the association between unemployment and smoking, that is a) unemployment increases smoking probability (causation), b) smoking increases the probability to become unemployed (selection), and c) differences in both smoking...