Ubiquitous OR in Production Systems -- Integrated Production Planning and Pricing Decisions in Congestion-Prone Capacitated Production Systems -- Refined EM Method for Solving Linearly Constrained Global Optimization Problems -- The Price of Anarchy for a Network of Queues in Heavy Traffic -- A...

Thesis (Ph. D.)--University of Washington, 1997

In this paper we consider the problem of making inference on a structural parameter in instrumental variables regression when the instruments are only weakly correlated with the endogenous explanatory variables. Adopting a local-to-zero assumption as in Staiger and Stock (1994) on the...

We consider a deterministically trending dynamic time series model in which multiple changes in level, trend and error variance are modeled explicitly and the number but not the timing of the changes are known. Estimation of the model is made possible by the use of the Gibbs sampler. The...

In recent years simulation-based estimation of multinomial probit (MNP) models has attracted an increasing interest among econometricians. With the help of more powerful and cheaper computers, MNP models have become a well-accepted alternative to multinomial logit (MNL) models that impose the...