Paul A. Ruud

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All published works

Action	Title	Year	Authors
+ PDF Chat	Simple Estimators for Invertible Index Models	2017	Hyungtaik Ahn Hidehiko Ichimura James L. Powell Paul A. Ruud
+	Semi parametric stimation	2016	S. Mariano Paul A. Ruud
+ PDF Chat	Uncertainty causes rounding: an experimental study	2013	Paul A. Ruud Daniel Schunk Joachim Winter
+	Joint Inference and Counterfactual Experimentation for Impulse Response Functions by Local Projections	2007	Òscar Jordà Colin Cameron James D. Hamilton Paul A. Ruud Aaron Smith
+ PDF Chat	Density Weighted Linear Least Squares	2005	Whitney K. Newey Paul A. Ruud
+	On the uniqueness of the maximum likelihood estimator	2002	Chris D. Orme Paul A. Ruud
+ PDF Chat	Restricted least squares subject to monotonicity and concavity constraints	1997	Paul A. Ruud
+	Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results	1996	Vassilis A. Hajivassiliou Daniel McFadden Paul A. Ruud
+	Restricted Least Squares Subject to Monotonicity and Concavity Constraints	1995	Paul A. Ruud
+	CLASSICAL ESTIMATION METHODS FOR LDV MODELS USING SIMULATION	1994	Vassilis A. Hajivassiliou Paul A. Ruud
+	Estimation by Simulation	1994	Daniel McFadden Paul A. Ruud
+	Advances in random utility models report of the workshop on advances in random utility models duke invitational symposium on choice modeling behavior	1994	Joël L. Horowitz Denis Bolduc Suresh Divakar John Geweke F�sun G�n�l Vassilis A. Hajivassiliou Frank S. Koppelman Michael P. Keane Rosa L. Matzkin Peter E. Rossi
+	Density Weighted Linear Least Squares	1994	Whitney K. Newey Paul A. Ruud
+	Advances in Random Utility Models	1994	Joël L. Horowitz Michael P. Keane Denis Bolduc Suresh Divakar John Geweke Fosun Gonul Vassilis A. Hajivassiliou Frank S. Koppelman Rosa L. Matzkin Peter E. Rossi
+	Chapter 40 Classical estimation methods for LDV models using simulation	1994	Vassilis A. Hajivassiliou Paul A. Ruud
+	Advances in Random Utility Models	1994	Joël L. Horowitz Michael P. Keane Denis Bolduc Suresh Divakar John Geweke Fosun Gonul Vassilis A. Hajivassiliou Frank S. Koppelman Rosa L. Matzkin Peter E. Rossi
+	Simulation of Multivariate Normal Rectangle Probabilities and their Derivatives: Theoretical and Computational Results	1993	Vassilis A. Hajivassiliou Daniel McFadden Paul A. Ruud
+	Classical estimation methods for LDV models using simulation	1993	Vassilis A. Hajivassiliou Paul A. Ruud
+	Simulation of Multivariate Normal Orthant Probabilities: Theoretical and Computational Results	1992	Vassilis A. Hajivassiliou Daniel McFadden Paul A. Ruud
+	Extensions of estimation methods using the EM algorithm	1991	Paul A. Ruud
+ PDF Chat	Simultaneous equations with covariance restrictions	1990	Thomas J. Rothenberg Paul A. Ruud
+	Simultaneous Equations with Covariance Restrictions - eScholarship	1989	Thomas J. Rothenberg Paul A. Ruud
+	Simultaneous Equations with Covariance Restrictions	1989	Thomas J. Rothenberg Paul A. Ruud
+	Extensions of Estimation Methods Using the EM Algorithm	1988	Paul A. Ruud
+	Probit with Dependent Obervations	1987	Dale J. Poirier Paul A. Ruud
+	Consistent estimation of limited dependent variable models despite misspecification of distribution	1986	Paul A. Ruud
+ PDF Chat	Tests of specification in econometrics	1984	Paul A. Ruud
+	Diagnostic Testing in Missing Data Models	1983	Dale J. Poirier Paul A. Ruud
+	A simple lagrange multiplier test for lognormal regression	1979	Dale J. Poirier Paul A. Ruud

Common Coauthors

Coauthor	Papers Together
Vassilis A. Hajivassiliou	9
Daniel McFadden	4
Thomas J. Rothenberg	3
Suresh Divakar	3
Dale J. Poirier	3
Rosa L. Matzkin	3
Denis Bolduc	3
Michael P. Keane	3
Frank S. Koppelman	3
Peter E. Rossi	3
John Geweke	3
Joël L. Horowitz	3
Whitney K. Newey	2
Fosun Gonul	2
Òscar Jordà	1
Chris D. Orme	1
Joachim Winter	1
James D. Hamilton	1
F�sun G�n�l	1
Hyungtaik Ahn	1
S. Mariano	1
Colin Cameron	1
James L. Powell	1
Aaron Smith	1
Hidehiko Ichimura	1
Daniel Schunk	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Smooth unbiased multivariate probability simulators for maximum likelihood estimation of limited dependent variable models	1993	Axel Börsch‐Supan Vassilis A. Hajivassiliou	7
+ PDF Chat	Semiparametric least squares (SLS) and weighted SLS estimation of single-index models	1993	Hidehiko Ichimura	5
+	Consistent estimation of limited dependent variable models despite misspecification of distribution	1986	Paul A. Ruud	4
+	Extensions of estimation methods using the EM algorithm	1991	Paul A. Ruud	4
+	Simulating Normal Rectangle Probabilities and Their Derivatives: Effects of Vectorization	1993	Vassilis A. Hajivassiliou	4
+	Simulation Estimation Methods for Limited Dependent Variable Models	1991	Vassilis A. Hajivassiliou	3
+	Estimation by Simulation	1994	Daniel McFadden Paul A. Ruud	3
+ PDF Chat	On unification of the asymptotic theory of nonlinear econometric models	1982	José F. Burguete A. Ronald Gallant Geraldo da Silva e Souza	3
+	The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics	1980	Trevor Breusch A. R. Pagan	3
+ PDF Chat	On Efficiency of Methods of Simulated Moments and Maximum Simulated Likelihood Estimation of Discrete Response Models	1992	Lung‐fei Lee	3
+	Non-parametric analysis of a generalized regression model	1987	Aaron K. Han	3
+	Semiparametric analysis of discrete response	1985	Charles F. Manski	3
+	Approximate Calculation of Multiple Integrals	1973	W. G. A. H. Stroud	3
+	A Method for Smoothing Simulated Moments of Discrete Probabilities in Multinomial Probit Models	1992	Steven Stern	3
+	Efficient Simulation from the Multivariate Normal and Student-t Distributions Subject to Linear Constraints and the Evaluation of Constraint Probabilities	1991	John Geweke	3
+	Maximum Likelihood from Incomplete Data Via the <i>EM</i> Algorithm	1977	A. P. Dempster N. M. Laird Donald B. Rubin	3
+	Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images	1984	Stuart Geman Donald Geman	3
+	The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models	1976	James J. Heckman	3
+	Maximum Likelihood Estimation of Misspecified Models	1983	Halbert White	3
+ PDF Chat	Consistent Estimation of Scaled Coefficients	1986	Thomas M. Stoker	3
+ PDF Chat	Tables for Computing Bivariate Normal Probabilities	1956	Donald B. Owen	3
+	A representation of multivariate normal probability integrals by integral transforms	1973	J. E. Dutt	3
+	Testing for multiplicative heteroskedasticity	1978	L. G. Godfrey	3
+	Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model	1978	Randall J. Olsen	2
+	Wald, likelihood ratio, and Lagrange multiplier tests in econometrics	1984	Robert F. Engle	2
+	Large sample estimation and hypothesis testing	1986	Whitney K. Newey Daniel McFadden	2
+	Bayesian Full Information Analysis of Simultaneous Equation Models Using Integration by Monte Carlo	1984	Luc Bauwens	2
+ PDF Chat	Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo	1978	Teun Kloek H. K. van Dijk	2
+	Maximum Likelihood Estimation of Misspecified Models	1982	Halbert White	2
+	Bayesian Analysis of Binary and Polychotomous Response Data	1993	James H. Albert Siddhartha Chib	2
+ PDF Chat	Kernel Estimation of Partial Means and a General Variance Estimator	1994	Whitney K. Newey	2
+	Estimation in Large Samples	1988	Michael Woodroofe	2
+	A simple lagrange multiplier test for lognormal regression	1979	Dale J. Poirier Paul A. Ruud	2
+	Pseudo Maximum Likelihood Methods: Applications to Poisson Models	1984	Christian Gouriéroux Alain Monfort Alain Trognon	2
+ PDF Chat	The Limiting Distribution of the Maximum Rank Correlation Estimator	1993	Robert P. Sherman	2
+	Regression Analysis when the Dependent Variable Is Truncated Normal	1973	Takeshi Amemiya	2
+	Bayes regression with autoregressive errors	1993	Siddhartha Chib	2
+	A New Approach to Estimating Switching Regressions	1972	Richard E. Quandt	2
+	Bayesian Inference in Econometric Models Using Monte Carlo Integration	1989	John Geweke	2
+	Applied nonparametric regression	1991	Wolfgang Karl Härdle	2
+	Semiparametric Estimation of Index Coefficients	1989	James L. Powell James H. Stock Thomas M. Stoker	2
+	Estimation and Inference in Nonlinear Structural Models	1974	Ernst R. Berndt Bronwyn H. Hall Robert E. Hall Jerry A. Hausman	2
+ PDF Chat	Pseudo Maximum Likelihood Methods: Theory	1984	Christian Gouriéroux Alain Monfort Alain Trognon	2
+	Estimation of Relationships for Limited Dependent Variables	1958	James Tobin	2
+	A GENERAL APPROACH TO THE CONSTRUCTION OF MODEL DIAGNOSTICS BASED UPON THE LAGRANGE MULTIPLIER PRINCIPLE	1979	Robert F. Engle	2
+	Verbal and Numerical Expressions of Probability: “It's a Fifty–Fifty Chance”	2000	Wändi Bruine de Bruin Baruch Fischhoff Susan G. Millstein Bonnie Halpern‐Felsher	1
+ PDF Chat	Maximum-Likelihood Estimation of Parameters Subject to Restraints	1958	J. Aitchison S. D. Silvey	1
+	What do we learn from recall consumption data?	2000	Raffaelle Miniaci Erich Battistin Guglielmo Weber	1
+ PDF Chat	Rounding Probabilistic Expectations in Surveys	2009	Charles F. Manski Francesca Molinari	1
+ PDF Chat	Consistency in Concave Regression	1976	D. L. Hanson Gordon Pledger	1