Given a sample from a fully specified parametric model, let Zn be a given finite-dimensional statistic for example, an initial estimator or a set of sample moments. We propose to (re-)estimate the parameters of the model by maximizing the likelihood of Zn. We call this the maximum indirect likelihood (MIL) estimator. We also propose a computationally tractable Bayesian version of the estimator ...

In this paper, we consider binary response correlated random coefficient (CRC) panel data models which are frequently used in the analysis of treatment effects and demand of products. We focus on the nonparametric identification and estimation of panel data models under unobserved heterogeneity which is captured by random coefficients and when these random coefficients are correlated with regre...

This paper studies estimation and inference in a quantile regression dynamic panel model with fixed effects. Panel data fixed effects estimators are typically biased in the presence of lagged dependent variables as regressors. To reduce the dynamic bias in the quantile regression fixed effects estimator I suggest the use of the instrumental variables quantile regression method of Chernozhukov a...

let be a random sample from a normal distribution with unknown mean and known variance the usual estimator of the mean, i.e., sample mean is the maximum likelihood estimator which under squared error loss function is minimax and admissible estimator. in many practical situations, is known in advance to lie in an interval, say for some in this case, the maximum likelihood estimator changes and d...

In this paper we propose an estimator of the entropy of a continuous random variable. The estimator is obtained by modifying the estimator proposed by Vasicek (1976). Consistency of estimator is proved, and comparisons are made with Vasicek’s estimator (1976), van Es’s estimator (1992), Ebrahimi et al.’s estimator (1994) and Correa’s estimator (1995). The results indicate that the proposed esti...

This paper empirically examines the determinants of Summer Olympic success during period 1996-2016. By modifying panel Tobit estimator using Mundlak transform, results find that population size and host effect are only statistically significant attainment. We also show participating in front a home crowd will stimulate athletic performance equally for each gender, but impact differs between sex...

Historically, monitoring possible deformations in suspension bridges has been a crucial issue for structural engineers. Therefore, to understand and calibrate models of the “load-structure-response”, it is essential implement bridge programs. In this work, due increasing GNSS technology development, we study movement long-span structure using differenced carrier phases adjacent epochs. Many mea...

Arterial spin labeling (ASL) data are typically differenced, sometimes after interpolation, as part of preprocessing before statistical analysis in fMRI. While this process can reduce the number of time points by half, it simplifies the subsequent signal and noise models (i.e., smoothed box-car predictors and white noise). In this paper, we argue that ASL data are best viewed in the same data a...