Supplemental Materials for “Optimal inference in a class of regression models”

Supplemental Materials to OPTIMAL INFERENCE IN A CLASS OF REGRESSION MODELS

Supplemental Materials to OPTIMAL INFERENCE IN A CLASS OF REGRESSION MODELS By

N ov 2 01 5 Supplemental Materials for “ Optimal inference in a class of regression models ”

These supplemental materials provide appendices not included in the main text. Supplemental Appendix C gives derivations for the examples given in Sections 4 and 5. Supplemental Appendix D considers feasible versions of the procedures in Section 3 in the case with unknown error distribution and derives their asymptotic efficiency. Supplemental Appendix E gives some auxiliary results used for re...

Supplement to “Optimal inference in a class of regression models”

This supplement provides appendices not included in the main text. Supplemental Appendix C compares our approach with other methods, and includes a Monte Carlo study. Supplemental Appendix D contains details for the results in Section 3 not included in the main text. Supplemental Appendix E contains details for the RD application. Supplemental Appendix F considers feasible versions of the proce...

Statistical Inference in Autoregressive Models with Non-negative Residuals

Normal residual is one of the usual assumptions of autoregressive models but in practice sometimes we are faced with non-negative residuals case. In this paper we consider some autoregressive models with non-negative residuals as competing models and we have derived the maximum likelihood estimators of parameters based on the modified approach and EM algorithm for the competing models. Also,...