Parametric regression models are widely used in public health sciences. This dissertation is concerned with statistical inference under such models with some covariates missing at random. Under natural conditions, parameters remain identifiable from the observed (reduced) data. If the always...

Parametric regression models are widely used in public health sciences. This dissertation is concerned with statistical inference under such models with some covariates missing at random. Under natural conditions, parameters remain identifiable from the observed (reduced) data. If the always...

This thesis examines a number of issues regarding the Mortensen-Pissarides search and matching model’s empirical performance. Chapter 1 documents the volatility puzzle with the Canadian data. The combined data from both Canada and the United States present an additional difficulty. Even if the...

Modeling portfolio credit risk involves the default dependencies between the individual securities in a portfolio. The copula is a common approach to construct it. It parameterizes the joint distribution of individual defaults independently of their marginal distributions. The current market...