Details about Paul Rilstone

Access statistics for papers by Paul Rilstone.

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Short-id: pri361

Working Papers

2000

1. Nonparametric Identification of Latent Competing Risks and Roy Duration Models
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society
   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 Simplified estimation of multivariate duration models with unobserved heterogeneity, Computational Statistics, Springer (2007) View citations (1) (2007)
3. Structural Estimation of Psychiatric Hospital Stays
   Social and Economic Dimensions of an Aging Population Research Papers, McMaster University View citations (1)

1995

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

1993

7. 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

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

1991

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

1990

12. A SIMPLE BERA-JARQUE NORMALITY TEST FOR NONPARAMETRIC RESIDUALS
    Working Papers, Laval - Recherche en Energie View citations (2)
13. CALCULATING THE (LOCAL) SEMIPARAMETRIC EFFICIENCY BOUNDS FOR THE GENERATED REGRESSORS PROBLEMS
    Working Papers, Laval - Laboratoire Econometrie
    See also Journal Article Calculating the (local) semiparametric efficiency bounds for the generated regressors problem, Journal of Econometrics, Elsevier (1993) View citations (4) (1993)

1989

14. SOME MONTE CARLO EVIDENCE ON THE RELATIVE EFFICIENCY OF PARAMETRIC AND SEMIPARAMETRIC EGLS ESTIMATORS
    Working Papers, Laval - Laboratoire Econometrie
    See also Journal Article Some Monte Carlo Evidence on the Relative Efficiency of Parametric and Semiparametric EGLS Estimators, Journal of Business & Economic Statistics, American Statistical Association (1991) View citations (6) (1991)

1988

15. NONPARAMETRIC HYPOTHESIS TESTING FOR REALISTICALLY-SIZED SAMPLES
    Working Papers, Laval - Laboratoire Econometrie
16. SEMIPARAMETRIC INSTRUMENTAL VARIABLES ESTIMATION
    Working Papers, Laval - Laboratoire Econometrie
17. 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
   JRFM, 2019, 12, (2), 1-16 View citations (1)

2016

2. Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate
   Econometric Reviews, 2016, 35, (5), 693-726 View citations (2)

2015

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

2014

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

2012

5. Edgeworth expansions for GEL estimators
   Journal of Multivariate Analysis, 2012, 106, (C), 118-146 View citations (11)

2007

6. EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY
   Econometric Theory, 2007, 23, (2), 281-308 View citations (10)
7. Simplified estimation of multivariate duration models with unobserved heterogeneity
   Computational Statistics, 2007, 22, (1), 17-29 View citations (1)
   See also Working Paper Simplified Estimation of Multivariate Duration Models with Unobserved Heterogeneity, Social and Economic Dimensions of an Aging Population Research Papers (2000) (2000)

2005

8. 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 View citations (6)

2004

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

2001

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

1998

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

1996

13. Environmental Inspections and Emissions of the Pulp and Paper Industry in Quebec
    Journal of Environmental Economics and Management, 1996, 31, (1), 19-36 View citations (190)
14. Nonparametric Estimation of Models with Generated Regressors
    International Economic Review, 1996, 37, (2), 299-313 View citations (12)
15. The second-order bias and mean squared error of nonlinear estimators
    Journal of Econometrics, 1996, 75, (2), 369-395 View citations (80)
16. Using Bootstrapped Confidence Intervals for Improved Inferences with Seemingly Unrelated Regression Equations
    Econometric Theory, 1996, 12, (3), 569-580 View citations (16)
17. Using the R[squared]-Statistic for Consistent Model Specification Testing
    Canadian Journal of Economics, 1996, 29, (s1), 551-52

1995

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

1994

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

1993

20. Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
    Journal of Econometrics, 1993, 56, (3), 357-370 View citations (4)
    See also Working Paper CALCULATING THE (LOCAL) SEMIPARAMETRIC EFFICIENCY BOUNDS FOR THE GENERATED REGRESSORS PROBLEMS, Working Papers (1990) (1990)
21. Some improvements for bootstrapping regression estimators under first-order serial correlation
    Economics Letters, 1993, 42, (4), 335-339 View citations (3)

1992

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

1991

23. Nonparametric Hypothesis Testing with Parametric Rates of Convergence
    International Economic Review, 1991, 32, (1), 209-27 View citations (24)
24. 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 (6)
    See also Working Paper SOME MONTE CARLO EVIDENCE ON THE RELATIVE EFFICIENCY OF PARAMETRIC AND SEMIPARAMETRIC EGLS ESTIMATORS, Working Papers (1989) (1989)