Examples discussed are quasi-maximum likelihood estimation of index models, panel probit with semiparametric individual effects, average derivatives, and inverse density weighted least squares. The ...

This article uses Monte Carlo experiments and response surface regressions in a novel way to calculate approximate asymptotic distribution functions for several well-known unit-root and cointegration ...

Output 20.2.1: Asymptotic Control Limits Note that the same three points that were outside the exact limits (displayed in ) fall outside the asymptotic limits. The exact limits quickly approach the ...