#### Filter Results:

- Full text PDF available (11)

#### Publication Year

1990

2013

- This year (0)
- Last 5 years (2)
- Last 10 years (3)

#### Publication Type

#### Co-author

#### Journals and Conferences

#### Key Phrases

Learn More

- William L. Goffe, Gary D. Ferrier, +21 authors Spiros Vellas
- 1990

Many statistical methods rely on numerical optimization to estimate a model’s parameters. Unfortunately, conventional algorithms sometimes fail. Even when they do converge, there is no assurance that they have found the global, rather than a local, optimum. We test a new optimization algorithm, simulated annealing, on four econometric problems and compare… (More)

A large number of different Pseudo-R measures for some common limited 2 dependent variable models are surveyed. Measures include those based solely on the maximized likelihoods with and without the restriction that slope coefficients are zero, those which require further calculations based on parameter estimates of the coefficients and variances and those… (More)

A large number of different Pseudo-R measures for some common limited 2 dependent variable models are surveyed. Measures include those based solely on the maximized likelihoods with and without the restriction that slope coefficients are zero, those which require further calculations based on parameter estimates of the coefficients and variances and those… (More)

- Mike Brewer, Thomas F. Crossley, +6 authors Joachim Winter
- 2013

Inference with Difference-in-Differences Revisited A growing literature on inference in difference-in-differences (DiD) designs with grouped errors has been pessimistic about obtaining hypothesis tests of the correct size, particularly with few groups. We provide Monte Carlo evidence for three points: (i) it is possible to obtain tests of the correct size… (More)

The evolution of income inequality during the process of development has attracted enormous attention in the economics literature, as well as in the political sphere. Understanding the relative roles of “natural” economic progress such as technological change versus policy interventions such as taxation, redistribution, and regulation in shaping the… (More)

- Jean-Marie Dufour, Lynda Khalaf, +7 authors Michael Veall
- 2000

In the context of multivariate linear regression (MLR) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. In this paper, we propose a general method for constructing exact tests of possibly nonlinear hypotheses on the coefficients of MLR systems. For the case of uniform linear hypotheses, we… (More)

- Sule Alan, Thomas F Crossley, Paul Grootendorst, Michael R Veall
- Journal of health economics
- 2002

Between 1970 and 1986, all Canadian provinces introduced some version of a prescription drug subsidy for those aged 65 years or over and since 1986, all the provinces have increased copayments or deductibles to some degree. Employing a first-order approximation to the welfare gains from a subsidy, we find evidence that these subsidies have been less… (More)

- J A Johnson, E H Oksanen, M R Veall, D Fretz
- Journal of studies on alcohol
- 1990

Alternative accepted methods of aggregating prices and quantities of beer, spirits and wine could yield different conclusions for intertemporal comparisons. In this study Fisher's index is used to measure changes in per capita consumption and price of alcoholic beverages in Canada, 1957-83. The results are typically very close to those obtained from… (More)

The usual standard errors for the regression coe cients in a Seemingly Unrelated Regression model have a substantial downward bias. Bootstrapping the standard errors does not seem to improve inferences. In this paper Monte Carlo evidence is reported which indicates that bootstrapping can result in substantially better inferences when applied to t-ratios… (More)

Suppose an agency awards a ...xed number of prizes to applicants in di¤erent categories such that the applicant-to-winner ratio is constant by category. It is demonstrated in a simple theoretical model that the number of awards in a category will typically be positively related to the degree of applicant uncertainty. The theoretical ...ndings are related to… (More)