We provide a general class of tests for correlation in time series, spatial, spatio-temporal and cross-sectional data.

For the problem of testing the hypothesis that all m coefficients of the RHS endogenous variables in an IV regression are zero, the likelihood ratio (LR) test can, if the reduced form covariance matrix is known, be rendered similar by a conditioning argument.

This paper proposes a new way to construct confidence sets for a parameter of interest in models comprised of finitely many moment inequalities.

Choosing among a number of available treatments the most suitable for a given subject is an issue of everyday concern. A physician has to choose an appropriate drug treatment or medical treatment for a given patient, based on a number of observed covariates X ?and prior experience.

For a simplified structural equation/IV regression model with one right-side endogenous variable, we obtain the exact conditional distribution function for Moreira's (2003) conditional likelihood ratio (CLR) test.

The behaviour of the permanent and transitory economic shocks for differen levels of hoouseholds' welfare is studied using both consumption and income measures.

This paper gives an account of the recent literature on estimating models for panel count data.

This paper is a revised version of CWP01/06

Using many valid instrumental variables has the potential to improve efficiency but makes the usual inference procedures inaccurate.

A hedonic price function describes the equilibrium relationship between characteristics of a product and its price.