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A simple lagrange multiplier test for lognormal regression

Poirier, Dale J.; Ruud, Paul A. - In: Economics Letters 4 (1979) 3, pp. 251-255

Persistent link: https://www.econbiz.de/10005355998

A lagrange multiplier test for skewness in binary logit models

Poirier, Dale J. - In: Economics Letters 5 (1980) 2, pp. 141-143

Persistent link: https://www.econbiz.de/10005257652

Perfect classifiers in partial observability bivariate probit

Poirier, Dale J. - In: Economics Letters 116 (2012) 3, pp. 361-362

There have been numerous applications of partial observability bivariate probit models. These models identify determinants of individual discrete outcomes when all that is observed are collective outcomes and individual characteristics. Numerical difficulties with their likelihood functions are...

Persistent link: https://www.econbiz.de/10010594167

A predictive motivation for loss function specification in parametric hypothesis testing

Poirier, Dale J. - In: Economics Letters 56 (1997) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10005270137

Posterior odds analysis when all competing models are false

Poirier, Dale J. - In: Economics Letters 8 (1981) 2, pp. 135-140

Persistent link: https://www.econbiz.de/10005270522

Bayesian analysis of duration models: an application to Chapter 11 bankruptcy

Li, Kai - In: Economics Letters 63 (1999) 3, pp. 305-312

Persistent link: https://www.econbiz.de/10005257860