Spectral properties of sign symmetric matrices are studied. A criterion for sign symmetry of shifted basic circulant permutation matrices is proven, and is then used to answer the question which complex numbers can serve as eigenvalues of sign symmetric 3 × 3 matrices. The results are applied in the discussion of the eigenvalues of QM -matrices. In particular, it is shown that for every positiv...

We consider classes of models related to those introduced by Lehmann in 1953 and Sklar in 1959. Recently developed algorithms for finding profile NP likelihood procedures are discussed, extended and implemented for such models by combining them with the MM algorithm. In particular we consider statistical procedures for a regression model with proportional expected hazard rates, and for transfor...

Gravity models are widely used to explain patterns of trade. However, two stylized features of trade data, sample selection and heteroskedasticity, challenge the estimation of gravity models. We propose a Two-Step Method of Moments (TS-MM) estimator that deals with both issues. The Monte-Carlo experiments show that the TS-MM estimates are resistant to various combinations of sample selection an...