Details about Tony Lancaster

This author is deceased (2022-12-10).

Access statistics for papers by Tony Lancaster.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pla938

Working Papers

2006

1. A note on bootstraps and robustness
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
2. Bayesian quantile regression
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)

1993

3. Case-Control Studies with Contaminated Controls
   Discussion Paper, Tilburg University, Center for Economic Research
   Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (1992)
   Other publications TiSEM, Tilburg University, School of Economics and Management (1993)
   Working Papers, Tilburg - Center for Economic Research (1993)
   See also Journal Article Case-control studies with contaminated controls, Journal of Econometrics, Elsevier (1996) View citations (39) (1996)

1991

4. Combining Micro and Macro Data in Microeconometric Models
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (8)
   See also Journal Article Combining Micro and Macro Data in Microeconometric Models, The Review of Economic Studies, Review of Economic Studies Ltd (1994) View citations (136) (1994)
5. EFFICIENT ESTIMATION AND STRATIFIED SAMPLING
   Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research View citations (1)
   Also in Discussion Paper, Tilburg University, Center for Economic Research (1991) View citations (1)
   Working Papers, Tilburg - Center for Economic Research (1991) View citations (8)
   See also Journal Article Efficient estimation and stratified sampling, Journal of Econometrics, Elsevier (1996) View citations (46) (1996)

Journal Articles

2010

1. Bayesian quantile regression methods
   Journal of Applied Econometrics, 2010, 25, (2), 287-307 View citations (28)

2009

2. Review 1
   Economic Journal, 2009, 119, (538), F404-F409
   Also in Economic Journal, 2009, 119, (538), F404-F409 (2009)

2002

3. Orthogonal Parameters and Panel Data
   The Review of Economic Studies, 2002, 69, (3), 647-666 View citations (160)

2000

4. The incidental parameter problem since 1948
   Journal of Econometrics, 2000, 95, (2), 391-413 View citations (546)

1997

5. Bayes WESML Posterior inference from choice-based samples
   Journal of Econometrics, 1997, 79, (2), 291-303 View citations (2)
6. Exact Structural Inference in Optimal Job-Search Models
   Journal of Business & Economic Statistics, 1997, 15, (2), 165-79 View citations (15)

1996

7. Case-control studies with contaminated controls
   Journal of Econometrics, 1996, 71, (1-2), 145-160 View citations (39)
   See also Working Paper Case-Control Studies with Contaminated Controls, Discussion Paper (1993) (1993)
8. Efficient estimation and stratified sampling
   Journal of Econometrics, 1996, 74, (2), 289-318 View citations (46)
   See also Working Paper EFFICIENT ESTIMATION AND STRATIFIED SAMPLING, Harvard Institute of Economic Research Working Papers (1991) View citations (1) (1991)

1995

9. Optimal stock/flow panels
   Journal of Econometrics, 1995, 66, (1-2), 325-348

1994

10. Combining Micro and Macro Data in Microeconometric Models
    The Review of Economic Studies, 1994, 61, (4), 655-680 View citations (136)
    See also Working Paper Combining Micro and Macro Data in Microeconometric Models, Harvard Institute of Economic Research Working Papers (1991) View citations (8) (1991)

1985

11. Generalised residuals and heterogeneous duration models: With applications to the Weilbull model
    Journal of Econometrics, 1985, 28, (1), 155-169 View citations (27)
12. Residual analysis for censored duration data
    Economics Letters, 1985, 18, (1), 35-38 View citations (1)
13. Simultaneous equations models in applied search theory
    Journal of Econometrics, 1985, 28, (1), 113-126 View citations (30)

1984

14. The Covariance Matrix of the Information Matrix Test
    Econometrica, 1984, 52, (4), 1051-53 View citations (42)

1983

15. An Econometric Analysis of Reservation Wages
    Econometrica, 1983, 51, (6), 1661-76 View citations (139)
16. Generalised Residuals and Heterogeneous Duration Models: The Exponential Case
    Bulletin of Economic Research, 1983, 35, (2), 71-85 View citations (1)
17. The Estimation of Models of Labour Market Behaviour
    The Review of Economic Studies, 1983, 50, (4), 609-624 View citations (28)

1981

18. Stock and flow sampling
    Economics Letters, 1981, 8, (1), 63-65 View citations (3)

1979

19. Computation of search duration probabilities and the integral of the normal distribution function
    Economics Letters, 1979, 4, (4), 319-321
20. Econometric Methods for the Duration of Unemployment
    Econometrica, 1979, 47, (4), 939-56 View citations (469)
21. Prediction from binary choice models: A note
    Journal of Econometrics, 1979, 9, (3), 387-389 View citations (1)

1976

22. Redundancy, Unemployment and Manpower Policy: A Comment
    Economic Journal, 1976, 86, (342), 335-38 View citations (3)

1970

23. Note on forecasting
    Statistica Neerlandica, 1970, 24, (1), 37-39

1963

24. Business Saving and Normal Income
    The Review of Economic Studies, 1963, 30, (3), 203-216 View citations (2)

Books

1992

1. The Econometric Analysis of Transition Data
   Cambridge Books, Cambridge University Press View citations (87)

Chapters

2000

1. Econometric Analysis of Dynamic Panel Data Models: A Growth Theory Example
   A chapter in Panel Data and Structural Labour Market Models, 2000, pp 215-225