We propose a scaled linear mixed model to assess the effects of exposure and other covariates on multiple continuous outcomes. The most general form of the model allows a different exposure effect for each outcome. An important special case is a model that represents the exposure effects using a...

A covariance-stationary vector of variables has a Wold representation whose coefficients can be semiparametrically estimated by local projections (Jordà, 2005). Substituting the Wold representations for variables in model expressions generates restrictions that can be used by the method of...

A number of information-theoretic alternatives to GMM have recently been proposed in the literature. For practical use and general interpretation, the main drawback of these alternatives, particularly in the case of conditional moment restrictions, is that they rely on high dimensional convex...

A covariance-stationary vector of variables has a Wold representation whose coefficients can be semiparametrically estimated by local projections (Jordà, 2005). Substituting the Wold representations for variables in model expressions generates restrictions that can be used by the method of...

Gamma distribution has been used with considerable success in reliability studies and life testing experiments. This distribution assumes various forms as its shape parameter varies which makes it suitable for analyzing a variety of lifetime data. In such studies, often interest lies in...