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Details about Paul Rilstone

Workplace:Department of Economics, York University, (more information at EDIRC)

Access statistics for papers by Paul Rilstone.

Last updated 2019-05-06. Update your information in the RePEc Author Service.

Short-id: pri361


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Working Papers

2000

  1. Nonparametric Identification of Latent Competing Risks and Roy Duration Models
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads
    Also in Social and Economic Dimensions of an Aging Population Research Papers, McMaster University (2000)
  2. Simplified Estimation of Multivariate Duration Models with Unobserved Heterogeneity
    Social and Economic Dimensions of an Aging Population Research Papers, McMaster University
    See also Journal Article in Computational Statistics (2007)
  3. Structural Estimation of Psychiatric Hospital Stays
    Social and Economic Dimensions of an Aging Population Research Papers, McMaster University View citations (1)

1995

  1. Environmental inspections and emissions of the pulp and paper industry: the case of Quebec
    Policy Research Working Paper Series, The World Bank Downloads
  2. On the Finite Sample Effects of Nonlinear Reparameterizations
    Working Papers, Laval - Recherche en Politique Economique
    Also in Cahiers de recherche, Université Laval - Département d'économique (1995)
  3. On the Finite Sample Effects of Nonlinear Reparametrisation
    Working Papers, Laval - Recherche en Energie

1993

  1. Using Generated Regressors To Reduce the Dimensionality of Nonparametric Models
    Working Papers, Laval - Recherche en Politique Economique
    Also in Working Papers, Laval - Recherche en Politique Economique (1992)

1992

  1. La Croissance Reduite de la Demande d'Electricite au Quebec: Une Perspective Critique
    Working Papers, Laval - Recherche en Politique Economique
  2. The Reverse Regression Problem: Statistical Paradox or Artifact of Misspecification
    Working Papers, Laval - Recherche en Politique Economique View citations (1)
    See also Journal Article in Canadian Journal of Economics (1995)

1991

  1. Efficient GMM Estimation of Nonlinear Dependent Processes
    Working Papers, Laval - Recherche en Energie
  2. Using Auxiliary Regressions For More Efficient Estimation of Nonlinear Models
    Working Papers, Laval - Recherche en Energie View citations (1)
    See also Journal Article in Empirical Economics (1994)

1990

  1. A SIMPLE BERA-JARQUE NORMALITY TEST FOR NONPARAMETRIC RESIDUALS
    Working Papers, Laval - Recherche en Energie View citations (2)
  2. CALCULATING THE (LOCAL) SEMIPARAMETRIC EFFICIENCY BOUNDS FOR THE GENERATED REGRESSORS PROBLEMS
    Working Papers, Laval - Laboratoire Econometrie
    See also Journal Article in Journal of Econometrics (1993)

1989

  1. SOME MONTE CARLO EVIDENCE ON THE RELATIVE EFFICIENCY OF PARAMETRIC AND SEMIPARAMETRIC EGLS ESTIMATORS
    Working Papers, Laval - Laboratoire Econometrie
    See also Journal Article in Journal of Business & Economic Statistics (1991)

1988

  1. NONPARAMETRIC HYPOTHESIS TESTING FOR REALISTICALLY-SIZED SAMPLES
    Working Papers, Laval - Laboratoire Econometrie
  2. SEMIPARAMETRIC INSTRUMENTAL VARIABLES ESTIMATION
    Working Papers, Laval - Laboratoire Econometrie
  3. SOME RESULTS ON THE ASYMPTOTIC PROPERTIES OF KERNEL REGRESSION DERIVATIVE ESTIMATORS
    Working Papers, Laval - Laboratoire Econometrie

Journal Articles

2019

  1. Smoothed Maximum Score Estimation of Discrete Duration Models
    Journal of Risk and Financial Management, 2019, 12, (2), 1-16 Downloads View citations (1)

2016

  1. Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate
    Econometric Reviews, 2016, 35, (5), 693-726 Downloads View citations (1)

2015

  1. Saddlepoint expansions for GEL estimators
    Statistical Methods & Applications, 2015, 24, (1), 1-24 Downloads

2014

  1. A simple root-N-consistent semiparametric estimator for discrete duration models
    Statistics & Probability Letters, 2014, 95, (C), 150-154 Downloads

2012

  1. Edgeworth expansions for GEL estimators
    Journal of Multivariate Analysis, 2012, 106, (C), 118-146 Downloads View citations (6)

2007

  1. EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY
    Econometric Theory, 2007, 23, (2), 281-308 Downloads View citations (7)
  2. Simplified estimation of multivariate duration models with unobserved heterogeneity
    Computational Statistics, 2007, 22, (1), 17-29 Downloads View citations (1)
    See also Working Paper (2000)

2005

  1. Corrigendum to "The second-order bias and mean squared error of nonlinear estimators": [Journal of Econometrics 75(2) (1996) 369-395]
    Journal of Econometrics, 2005, 124, (1), 203-204 Downloads View citations (1)

2004

  1. NONPARAMETRIC IDENTIFICATION OF LATENT COMPETING RISKS MODELS
    Econometric Theory, 2004, 20, (5), 883-890 Downloads View citations (3)

2001

  1. A Consistent Test for the Parametric Specification of the Hazard Function
    Annals of Economics and Finance, 2001, 2, (1), 77-96 Downloads View citations (2)

1998

  1. Consistent standard errors for semiparametric duration models with unobserved heterogeneity
    Economics Letters, 1998, 59, (2), 153-156 Downloads View citations (2)
  2. Semiparametric estimation of count regression models1
    Journal of Econometrics, 1998, 88, (1), 123-150 Downloads View citations (16)

1996

  1. Environmental Inspections and Emissions of the Pulp and Paper Industry in Quebec
    Journal of Environmental Economics and Management, 1996, 31, (1), 19-36 Downloads View citations (134)
  2. Nonparametric Estimation of Models with Generated Regressors
    International Economic Review, 1996, 37, (2), 299-313 View citations (9)
  3. The second-order bias and mean squared error of nonlinear estimators
    Journal of Econometrics, 1996, 75, (2), 369-395 Downloads View citations (53)
  4. Using Bootstrapped Confidence Intervals for Improved Inferences with Seemingly Unrelated Regression Equations
    Econometric Theory, 1996, 12, (3), 569-580 Downloads View citations (14)
  5. Using the R[squared]-Statistic for Consistent Model Specification Testing
    Canadian Journal of Economics, 1996, 29, (s1), 551-52 Downloads

1995

  1. The Reverse Regression Problem: Statistical Paradox or Artefact of Misspecification?
    Canadian Journal of Economics, 1995, 28, (3), 502-31 Downloads
    See also Working Paper (1992)

1994

  1. Using Auxiliary Regressions for More Efficient Estimation of Nonlinear Models
    Empirical Economics, 1994, 19, (3), 317-27
    See also Working Paper (1991)

1993

  1. Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
    Journal of Econometrics, 1993, 56, (3), 357-370 Downloads View citations (2)
    See also Working Paper (1990)
  2. Some improvements for bootstrapping regression estimators under first-order serial correlation
    Economics Letters, 1993, 42, (4), 335-339 Downloads View citations (3)

1992

  1. Semiparametric IV Estimation with Parameter Dependent Instruments
    Econometric Theory, 1992, 8, (3), 403-406 Downloads View citations (2)

1991

  1. Nonparametric Hypothesis Testing with Parametric Rates of Convergence
    International Economic Review, 1991, 32, (1), 209-27 Downloads View citations (20)
  2. Some Monte Carlo Evidence on the Relative Efficiency of Parametric and Semiparametric EGLS Estimators
    Journal of Business & Economic Statistics, 1991, 9, (2), 179-87 View citations (5)
    See also Working Paper (1989)
 
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