An Exponential Endogenous Switching Regression with Correlated Random Coefficients

Bayesian Analysis of Sample Selection and Endogenous Switching Regression Models with Random Coefficients Via MCMC Methods

Estimation of Markov Regime-Switching Regression Models with Endogenous Switching

Following Hamilton (1989), estimation of Markov regime-switching regressions typically relies on the assumption that the latent state variable controlling regime change is exogenous. We relax this assumption and develop a parsimonious model of endogenous Markov regime-switching. Inference via maximum likelihood estimation is possible with relatively minor modifications to existing recursive fil...

A Random Walk with Exponential Travel Times

Consider the random walk among N places with N(N - 1)/2 transports. We attach an exponential random variable Xij to each transport between places Pi and Pj and take these random variables mutually independent. If transports are possible or impossible independently with probability p and 1-p, respectively, then we give a lower bound for the distribution function of the smallest path at point log...

Exponential semiparametric regression models under random censorship∗

Using the weighted maximum likelihood method, we propose a consistent estimation of parametric portion and nonparametric portion in exponential semiparametric regression models under random censorship. A small Monte Carlo study is carried out to examine the proposed estimation method.

Spatial Beta Regression Model with Random Effect

 Abstract: In many applications we have to encountered with bounded dependent variables. Beta regression model can be used to deal with these kinds of response variables. In this paper we aim to study spatially correlated responses in the unit interval. Initially we introduce spatial beta generalized linear mixed model in which the spatial correlation is captured through a random effect. T...