Spatial regressions have been widely used, but their use with the permutation tests of residuals either in linear or logllinear models is rarely seen. In the present study, we have linked the Cliff-Ord permutation test of Moran’s I on linear regression errors to loglinear regression residuals...

Weighting matrices are typically assumed to be exogenous. However, in many cases this exogeneity assumption may not be reasonable. In these cases, typical model specifications and corresponding estimation procedures will no longer be valid. In this paper we specify a spatial panel data model...

The moment conditions or estimating equations for instrumental variables quantile regression involves the discontinuous indicator function. We instead use smoothed estimating equations, with bandwidth h. This is known to allow higher-order expansions that justify bootstrap refinements for...

The literature has two types of fractional order statistics: an `ideal' (unobserved) type based on a beta distribution, and an observable type linearly interpolated between consecutive order statistics. We show convergence in distribution of the two types at an O(n-1) rate, which we also show...

The literature has two types of fractional order statistics: an `ideal' (unobserved) type based on a beta distribution, and an observable type linearly interpolated between consecutive order statistics. From the nonparametric perspective of local smoothing, we examine inference on conditional...

Estimation of a sample quantile's variance requires estimation of the probability density at the quantile. The common quantile spacing method involves smoothing parameter m. When m, n → ∞ , the corresponding Studentized test statistic asymptotically follows a standard normal...

Dealing with endogenous regressors is a central challenge of applied research. The standard solution is to use instrumental variables that are assumed to be uncorrelated with unobservables. We instead allow the instrumental variable to be correlated with the error term, but we assume the...

India's development experience over the past fifty years suggests that the increasing importance of the services sector deserves analysis.  The literature on structural change has emphasised changing patterns of demand as an explanation for the increasing importance of the services sector.  In...

Purpose – The purpose of this paper is to examine cost efficiency and its determinants in Nigerian sawmill industries. Design/methodology/approach – A stochastic frontier model is employed on a total of 160 mills randomly selected across five states in south-western Nigeria in 2006. Findings...

Propensity Score Matching (PSM) has become a popular approach to estimation of causal effects. It relies on the assumption that selection into a treatment can be explained purely in terms of observable characteristics (the “unconfoundedness assumption”) and on the property that balancing on...