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J. Heckman, “Selection Bias and Self-Selection,” The New Palgrave: A Dictionary of Economics, MacMillan Press, Stockton, 1985, pp. 287-296.

has been cited by the following article:

• TITLE: Wavelet Density Estimation and Statistical Evidences Role for a GARCH Model in the Weighted Distribution

  AUTHORS: Mohammad Abbaszadeh, Mahdi Emadi

  KEYWORDS: Density Estimation; GARCH Model; Weighted Distribution; Wavelets; Statistical Evidences; Strongly Mixing

  JOURNAL NAME: Applied Mathematics, Vol.4 No.2, February 28, 2013

  ABSTRACT: We consider n observations from the GARCH-type model: Z = UY, where U and Y are independent random variables. We aim to estimate density function Y where Y have a weighted distribution. We determine a sharp upper bound of the associated mean integrated square error. We also make use of the measure of expected true evidence, so as to determine when model leads to a crisis and causes data to be lost.