This paper addresses the problem of estimation of a nonparametric regression function from selectively observed data …-step estimation procedures are proposed and their rates of convergence are derived. Pointwise asymptotic distribution of the …

number of times and the buyers may choose their outside option at any stage of the game. A dynamic consistency condition and … an optimality condition property are defined to characterize the seller's mechanism selection behavior. The unique …

We challenge the standard definition of economic rationality as consistency by making use of a novel distinction … between axioms of decision theory: consistency and preference axioms. We argue that this distinction has been overlooked by … the literature and, as a result, evidence that consistency is a proxy of decision-making ability is often based on …

model we exploit the link between the Asymmetric Laplace Distribution and maximum likelihood estimation for quantile …-variance relationship. Mean Squared Error estimation is discussed. Extensive model-based simulations are used for comparing the proposed …