We develop a regression decomposition technique for hazard rate models, where the difference in observed rates is decomposed into components attributable to group differences in characteristics and group differences in effects. The baseline hazard is specified using a piecewise constant...

We take a fresh look at Theil's BLUS residuals and ask why they have gone out of fashion. All our simulation experiments indicate that tests based on BLUS residuals have higher power than those based on the more popular recursive residuals, even in those cases (structural breaks) where intuition...

This book is a compendium of Alok Bhargava's most important contributions in longitudinal econometric methods and its application to problems of food, nutrition and health. It demonstrates the usefulness of rigorous econometric and statistical methods in addressing issues of under-nutrition and...

The naive Bayes approach is one of the most popular methods used for classification. Nevertheless, how to test its statistical significance under an ultra-high-dimensional (UHD) setup is not well understood. To fill this important theoretical gap, we propose a novel testing statistic with a...

This paper considers the treatment of endogenous explanatory variables in the work of the Cowles Commission and in Carl Christ's classic 1966 textbook, and certain problems that arise when this approach is followed in areas such as the study of female labor supply where a prior knowledge is...