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This paper examines the finite sample properties of the quasi maximum likelihood (QML) esti-mators of the fixed effects spatial panel data (FE-SPD) models of Lee and Yu (2010). Following the general b...
This paper examines the finite sample properties of the quasi maximum likelihood (QML) esti-mators of the fixed effects spatial panel data (FE-SPD) models of Lee and Yu (2010). Following the general b...
Theorem 5.7 in [1] gives a formula for the variance of a minor (i.e., a sub-determinant) of a Wishart random matrix. The formula has to be corrected as follows.
We investigate the joint asymptotic behavior of so-called blocks estimator of the extremal index, that determines the mean length of clusters of extremes, based on the exceedances over different thres...
We propose tests of the two assumptions under which anchoring vignettes identify heterogeneity in reporting of categorical evaluations. Systematic variation in the perceived difference between any two...
An error occurred in the computation of a gradient in [1]. The equa- tions (20) in Appendix and (17) in the text were not correct. The current paper presents the correct version of these equations.

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