function. The second case has often called for estimation of an implicit aggregate production function. Most of the studies … relating to estimation of joint production functions have noted two difficulties: first that allocation of inputs to different … outputs are not known, and the second that a method of estimation (such as the Least Squares) cannot have more than one …

In this paper, we present a procedure for consistent estimation of the severity and frequency distributions based on …

This paper elaborates on the deleterious effects of outliers and corruption of dataset on estimation of linear … regression coefficients by the Ordinary Least Squares method. Motivated to ameliorate the estimation procedure, we have … introduced the robust regression estimators based on Campbell’s robust covariance estimation method. We have investigated into …

We address the issue of estimation and inference in dependent nonstationary panels of small cross-section dimensions …. The main conclusion is that the best results are obtained applying bootstrap inference to single-equation estimators. SUR …

Factor models for portfolio credit risk assume that defaults are independent conditional on a small number of … constant default thresholds, as conditional defaults become independent only including a set of observable (time-lagged) risk … likelihood estimates for the sensitivity of default rates to systematic risk factors are obtained, showing how they may …

performing a bootstrap-based analysis of group efficiencies (weighted and non-weighted), estimating and comparing densities of …