Следене
Paul Rilstone
Paul Rilstone
Professor of Economics, York University
Потвърден имейл адрес: yorku.ca
Заглавие
Позовавания
Позовавания
Година
Environmental inspections and emissions of the pulp and paper industry in Quebec
B Laplante, P Rilstone
Journal of Environmental Economics and management 31 (1), 19-36, 1996
4581996
The second-order bias and mean squared error of nonlinear estimators
P Rilstone, VK Srivastava, A Ullah
Journal of Econometrics 75 (2), 369-395, 1996
1521996
Semiparametric estimation of count regression models
S Gurmu, P Rilstone, S Stern
Journal of Econometrics 88 (1), 123-150, 1999
1001999
Nonparametric hypothesis testing with parametric rates of convergence
P Rilstone
International Economic Review, 209-227, 1991
571991
Using bootstrapped confidence intervals for improved inferences with seemingly unrelated regression equations
P Rilstone, M Veall
Econometric Theory 12 (3), 569-580, 1996
521996
Nonparametric estimation of response coefficients
P Rilstone, A Ullah
Communications in Statistics-Theory and Methods 18 (7), 2615-2627, 1989
441989
Nonparametric estimation of models with generated regressors
P Rilstone
International Economic Review, 299-313, 1996
301996
Environmental inspections and emissions of the pulp and paper industry: the case of Quebec
B Laplante, P Rilstone
World Bank Publications, 1995
261995
Some Monte Carlo evidence on the relative efficiency of parametric and semiparametric EGLS estimators
P Rilstone
Journal of Business & Economic Statistics 9 (2), 179-187, 1991
221991
Efficient semiparametric estimation of duration models with unobserved heterogeneity
P Bearse, J Canals-Cerda, P Rilstone
Econometric Theory 23 (2), 281-308, 2007
202007
Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
P Rilstone
Journal of econometrics 56 (3), 357-370, 1993
151993
Edgeworth and saddlepoint expansions for nonlinear estimators
G Kundhi, P Rilstone
Econometric Theory 29 (5), 1057-1078, 2013
132013
Some improvements for bootstrapping regression estimators under first-order serial correlation
P Rilstone
Economics Letters 42 (4), 335-339, 1993
131993
A simple Bera-Jarque normality test for nonparametric residuals
P Rilstone
Econometric reviews 11 (3), 355-365, 1992
131992
Semiparametric instrumental variables estimation
P Rilstone
Laval-Laboratoire Econometrie Papers, 1988
131988
The third-order bias of nonlinear estimators
G Kundhi, P Rilstone
Communications in Statistics-Theory and Methods 37 (16), 2617-2633, 2008
112008
Corrigendum to" The second-order bias and mean squared error of nonlinear estimators"-(Journal of Econometrics 75 (2)(1996) 369-395)
P Rilstone, A Ullah
Journal of Econometrics 124 (1), 203, 2005
112005
NONPARAMETRIC PARTIAL DERIVATIVE ESTIMATION.
P Rilstone
101988
Edgeworth expansions for GEL estimators
G Kundhi, P Rilstone
Journal of Multivariate Analysis 106, 118-146, 2012
92012
The reverse regression problem: statistical paradox or artefact of misspecification?
J Racine, P Rilstone
Canadian Journal of Economics, 502-531, 1995
81995
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Статии 1–20