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Finite sample properties of maximum likelihood and quasi-maximum likelihood estimators of EGARCH models

Deb, Partha - In: Econometric reviews 15 (1996) 1, pp. 51-68

Persistent link: https://www.econbiz.de/10001197547

Finite sample properties of the ARCH class of models with stochastic volatility

Deb, Partha - In: Economics letters 55 (1997) 1, pp. 27-34

Persistent link: https://www.econbiz.de/10001225291

A discrete random effects probit model with application to the demand for preventive care

Deb, Partha - In: Econometric analysis of health data, (pp. 189-200). 2002

Persistent link: https://www.econbiz.de/10001773715

Cost-offsets of prescription drug expenditures : data analysis via a copula-based bivariate dynamic hurdle model

Deb, Partha; Trivedi, Pravin K.; Zimmer, David M. - In: Health economics 23 (2014) 10, pp. 1242-1259

Persistent link: https://www.econbiz.de/10011308206

The distribution of a Lagrange multiplier test of normality

Deb, Partha - In: Economics letters 51 (1996) 2, pp. 123-130

Persistent link: https://www.econbiz.de/10001201053

The excess co-movement of commodity prices reconsidered

Deb, Partha - In: Journal of applied econometrics 11 (1996) 3, pp. 275-291

Persistent link: https://www.econbiz.de/10001201934

Moment-based estimation of latent class models of event counts

Deb, Partha; Xia, Ming; Trivedi, Pravin K. - 1998

Persistent link: https://www.econbiz.de/10000988762

Demand for medical care by the elderly : a finite mixture approach

Deb, Partha - In: Journal of applied econometrics 12 (1997) 3, pp. 313-336

Persistent link: https://www.econbiz.de/10001336077

Estimates of use and costs of behavioural health care : a comparison of standard and finite mixture models

Deb, Partha; Holmes, Ann M. - In: Econometric analysis of health data, (pp. 87-99). 2002

Persistent link: https://www.econbiz.de/10001773700

Determinants of Child Labor and School Attendance : The Role of Household Unobservables

Deb, Partha; Rosati, Furio C. - 2014

We develop a semi-parametric latent class random effects multinomial logit model to distinguish between observed and unobserved household characteristics as determinants of child labor, school attendance and idleness. We find that much of the substitution between activities as a response to...

Persistent link: https://www.econbiz.de/10014185215