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Paul Rilstone
Paul Rilstone
Professor of Economics, York University
Verified email at yorku.ca
Title
Cited by
Cited by
Year
Environmental inspections and emissions of the pulp and paper industry in Quebec
B Laplante, P Rilstone
Journal of Environmental Economics and management 31 (1), 19-36, 1996
4581996
The second-order bias and mean squared error of nonlinear estimators
P Rilstone, VK Srivastava, A Ullah
Journal of Econometrics 75 (2), 369-395, 1996
1521996
Semiparametric estimation of count regression models
S Gurmu, P Rilstone, S Stern
Journal of Econometrics 88 (1), 123-150, 1999
1001999
Nonparametric hypothesis testing with parametric rates of convergence
P Rilstone
International Economic Review, 209-227, 1991
571991
Using bootstrapped confidence intervals for improved inferences with seemingly unrelated regression equations
P Rilstone, M Veall
Econometric Theory 12 (3), 569-580, 1996
521996
Nonparametric estimation of response coefficients
P Rilstone, A Ullah
Communications in Statistics-Theory and Methods 18 (7), 2615-2627, 1989
441989
Nonparametric estimation of models with generated regressors
P Rilstone
International Economic Review, 299-313, 1996
301996
Environmental inspections and emissions of the pulp and paper industry: the case of Quebec
B Laplante, P Rilstone
World Bank Publications, 1995
261995
Some Monte Carlo evidence on the relative efficiency of parametric and semiparametric EGLS estimators
P Rilstone
Journal of Business & Economic Statistics 9 (2), 179-187, 1991
221991
Efficient semiparametric estimation of duration models with unobserved heterogeneity
P Bearse, J Canals-Cerda, P Rilstone
Econometric Theory 23 (2), 281-308, 2007
202007
Calculating the (local) semiparametric efficiency bounds for the generated regressors problem
P Rilstone
Journal of econometrics 56 (3), 357-370, 1993
151993
Edgeworth and saddlepoint expansions for nonlinear estimators
G Kundhi, P Rilstone
Econometric Theory 29 (5), 1057-1078, 2013
132013
Some improvements for bootstrapping regression estimators under first-order serial correlation
P Rilstone
Economics Letters 42 (4), 335-339, 1993
131993
A simple Bera-Jarque normality test for nonparametric residuals
P Rilstone
Econometric reviews 11 (3), 355-365, 1992
131992
Semiparametric instrumental variables estimation
P Rilstone
Laval-Laboratoire Econometrie Papers, 1988
131988
The third-order bias of nonlinear estimators
G Kundhi, P Rilstone
Communications in Statistics-Theory and Methods 37 (16), 2617-2633, 2008
112008
Corrigendum to" The second-order bias and mean squared error of nonlinear estimators"-(Journal of Econometrics 75 (2)(1996) 369-395)
P Rilstone, A Ullah
Journal of Econometrics 124 (1), 203, 2005
112005
NONPARAMETRIC PARTIAL DERIVATIVE ESTIMATION.
P Rilstone
101988
Edgeworth expansions for GEL estimators
G Kundhi, P Rilstone
Journal of Multivariate Analysis 106, 118-146, 2012
92012
The reverse regression problem: statistical paradox or artefact of misspecification?
J Racine, P Rilstone
Canadian Journal of Economics, 502-531, 1995
81995
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