Paul A. Ruud - Publications

Affiliations: 
University of California, Berkeley, Berkeley, CA, United States 
Area:
Theory Economics, Statistics

19 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2005 Newey WK, Ruud PA. Density weighted linear least squares Identification and Inference For Econometric Models: Essays in Honor of Thomas Rothenberg. 554-573. DOI: 10.1017/CBO9780511614491.024  0.386
2003 Carson RT, Mitchell RC, Hanemann M, Kopp RJ, Presser S, Ruud PA. Contingent valuation and lost passive use: Damages from the Exxon Valdez oil spill Environmental and Resource Economics. 25: 257-286. DOI: 10.1023/A:1024486702104  0.318
2002 Orme CD, Ruud PA. On the uniqueness of the maximum likelihood estimator Economics Letters. 75: 209-217. DOI: 10.1016/S0165-1765(01)00600-0  0.357
1998 Carson RT, Hanemann WM, Kopp RJ, Krosnick JA, Mitchell RC, Presser S, Ruud PA, Smith VK, Conaway M, Martin K. Referendum Design and Contingent Valuation: The NOAA Panel's No-Vote Recommendation The Review of Economics and Statistics. 80: 484-487. DOI: 10.2139/Ssrn.43861  0.362
1997 Carson RT, Hanemann WM, Kopp RJ, Krosnick JA, Mitchell RC, Presser S, Ruud PA, Smith VK. Temporal Reliability of Estimates from Contingent Valuation Land Economics. 73: 151-163. DOI: 10.2139/Ssrn.31978  0.368
1997 Carson RT, Hanemann WM, Kopp RJ, Krosnick JA, Mitchell RC, Presser S, Ruud PA, Smith VK, Conaway M, Martin K. Temporal reliability of estimates from contingent valuation Land Economics. 73: 151-163.  0.329
1996 Hajivassiliou VA, McFadden DL, Ruud P. Simulation of multivariate normal rectangle probabilities and their derivatives theoretical and computational results Journal of Econometrics. 72: 85-134. DOI: 10.1016/0304-4076(94)01716-6  0.53
1994 McFadden D, Ruud PA. Estimation By Simulation The Review of Economics and Statistics. 76: 591-608. DOI: 10.2307/2109765  0.598
1994 Hajivassiliou VA, Ruud PA. Chapter 40 Classical estimation methods for LDV models using simulation Handbook of Econometrics. 4: 2383-2441. DOI: 10.1016/S1573-4412(05)80009-1  0.501
1994 Horowitz JL, Bolduc D, Divakar S, Geweke J, Gönül F, Hajivassiliou V, Koppelman FS, Keane M, Matzkin R, Rossi P, Ruud P. Advances in random utility models report of the workshop on advances in random utility models duke invitational symposium on choice modeling behavior Marketing Letters. 5: 311-322. DOI: 10.1007/Bf00999207  0.424
1994 McFadden D, Ruud PA. Estimation by simulation Review of Economics and Statistics. 76: 591-608.  0.447
1991 Ruud PA. Extensions of estimation methods using the EM algorithm Journal of Econometrics. 49: 305-341. DOI: 10.1016/0304-4076(91)90001-T  0.349
1990 Rothenberg TJ, Ruud PA. Simultaneous equations with covariance restrictions Journal of Econometrics. 44: 25-39. DOI: 10.1016/0304-4076(90)90071-Z  0.461
1988 Poirier DJ, Ruud PA. Probit with dependent observations Review of Economic Studies. 55: 593-614. DOI: 10.2307/2297407  0.497
1987 Hausman JA, Ruud PA. Specifying and testing econometric models for rank-ordered data Journal of Econometrics. 34: 83-104. DOI: 10.1016/0304-4076(87)90068-6  0.595
1986 Ruud PA. Consistent estimation of limited dependent variable models despite misspecification of distribution Journal of Econometrics. 32: 157-187. DOI: 10.1016/0304-4076(86)90017-5  0.456
1984 Hausman JA, Ruud PA. Family Labor Supply With Taxes The American Economic Review. 74: 242-248. DOI: 10.3386/W1271  0.52
1984 Ruud PA. Tests Of Specification In Econometrics Econometric Reviews. 3: 211-242. DOI: 10.1080/07474938408800065  0.366
1979 Poirier DJ, Ruud PA. A simple lagrange multiplier test for lognormal regression Economics Letters. 4: 251-255. DOI: 10.1016/0165-1765(79)90144-7  0.335
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