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Bayesian learning in mis-specified models
(2000-02)
A central unanswered question in economic theory is that of price formation in disequilibrium. This paper lays down the methodological groundwork for a model that has been suggested as an answer to this question (Arrow, ...
Survival Analysis Using a Censored Semiparametric Regression Model
(2000-04)
In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. A semiparametric model is proposed to consider situations where the functional form of the ...