Sadat Reza

Nanyang Technological University

S3 B2-A28 Nanyang Avenue

Singapore, 639798

Singapore

SCHOLARLY PAPERS

4

DOWNLOADS

139

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Identification and Estimation of Endogenous Peer Effects Using Partial Network Data from Multiple Reference Groups

Number of pages: 68 Posted: 10 Jan 2018 Last Revised: 07 Jul 2020
Nanyang Technological University, University of Michigan, Stephen M. Ross School of Business and National University of Singapore (NUS) - NUS Business School
Downloads 125 (246,433)
Citation 1

Abstract:

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Peer Effects, Social Influence, Reference Groups, Linear-in-Means Models

2.

Smoothed Maximum Score Estimation of Discrete Duration Models

J. Risk Financial Manag. 2019, 12, 64; DOI:10.3390/jrfm12020064
Number of pages: 16 Posted: 16 May 2019
Sadat Reza and Paul Rilstone
Nanyang Technological University and York University
Downloads 7 (655,392)

Abstract:

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maximum score estimator; discrete duration models; efficient semiparamteric estimation

3.

Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate

Number of pages: 30 Posted: 17 May 2019
Sadat Reza and Paul Rilstone
Nanyang Technological University and York University
Downloads 5 (669,930)

Abstract:

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nonparametric, idiosyncratic errors, individual-specific/time invariant errors, sequential binary choice

4.

A Simple Root-N-Consistent Semiparametric Estimator for Discrete Duration Models

Number of pages: 4 Posted: 16 May 2019
Sadat Reza
Nanyang Technological University
Downloads 2 (695,836)

Abstract:

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discrete duration, semiparametric