Paul Rilstone

Department of Economics

Professor

Office: Vari Hall, 1032
Phone: 416-318-5806
Emailpril@yorku.ca

I have been teaching economics at York since 1995. I graduated from Western in 1987 and then taught at Laval in Quebec City until coming to York. Over that period I have held various visiting positions at Wisconsin, Virginia, Michigan, Toronto, Rochester and Statistics Canada. My research interests are in finite sample econometrics, duration analysis, nonparametric estimation and Russian literature.

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Selected Publications

Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate
(With Sadat Reza)
Econometric Reviews , forthcoming.
Abstract: We consider semiparametric estimation of discrete duration models whose hazard rate can be characterized as an unknown transformation of a parametric index of the observable covariates and elapsed spell length. The information matrix is derived. In the case of separable duration dependence the information matrix for the parameters of the index is singular. In that situation, the information matrix for the regression component of the hazard function is derived. The information matrix is also singular when individual-specific/time-invariant unobserved errors are introduced. We develop √N-consistent estimators for those instances when the information matrix is nonsingular. Less-than-√N-consistent estimators of the duration dependence component of the hazard rate of the separable model are developed. Simulations and an application to strike durations illustrate the viability of the approach.
[go to paper]

Upcoming Courses

TermCourse NumberSectionTitleType 
Fall 2017 AP/ECON4259 3.0  Topics in Health Economics LECT  


I have been teaching economics at York since 1995. I graduated from Western in 1987 and then taught at Laval in Quebec City until coming to York. Over that period I have held various visiting positions at Wisconsin, Virginia, Michigan, Toronto, Rochester and Statistics Canada. My research interests are in finite sample econometrics, duration analysis, nonparametric estimation and Russian literature.


Teaching:

Upcoming Courses

TermCourse NumberSectionTitleType 
Fall 2017 AP/ECON4259 3.0  Topics in Health Economics LECT