Publisher Summary This chapter discusses classical estimation methods for limited
dependent variable (LDV) models that employ Monte Carlo simulation techniques to …

Publisher Summary This chapter discusses estimation methods for limited dependent
variable (LDV) models that employ Monte Carlo simulation techniques to overcome …

" Introduction God made the integers, all the rest is the work of man.-Kronecker. This book is
concerned with models of event counts. An event count refers to the number of times an …

This book provides the most comprehensive treatment to date of microeconometrics, the
analysis of individual-level data on the economic behavior of individuals or firms using …

Since our first edition of this book, many developments in statistical mod elling based on
generalized linear models have been published, and our primary aim is to bring the book up …

This article presents flexible new models for the dependence structure, or copula, of
economic variables based on a latent factor structure. The proposed models are particularly …

This article studies the estimation of conditional quantiles of counts. Given the discreteness
of the data, some smoothness must be artificially imposed on the problem. We show that it is …

Traditionally, an assumption underlying econometric models is that the regressors are
observed without measurement error. In practice, however, economic observations, micro …

This second edition of Models for Repeated Measurements has been comprehensively
revised and updated, taking into account the huge amount of research that has been carried …

In this paper we propose an estimation method for the empirical study of theoretical auction
models. We focus on first-price sealed bid and descending auctions and we adopt the …