A penalized version of the empirical likelihood ratio for the population mean, Statistics & Probability Letters, vol.77, issue.1, pp.104-110, 2007. ,
DOI : 10.1016/j.spl.2006.05.016
A Multivariate Extension of the Dynamic Logit Model for Longitudinal Data Based on a Latent Markov Heterogeneity Structure, Journal of the American Statistical Association, vol.104, issue.486, pp.816-831, 2009. ,
DOI : 10.1198/jasa.2009.0107
Marginal regression models for the analysis of positive association of ordinal response variables, Biometrika, vol.88, issue.4, pp.1007-1019, 2001. ,
DOI : 10.1093/biomet/88.4.1007
Household Risk Management and Optimal Mortgage Choice, Quarterly Journal of Economics, vol.118, pp.1149-1194, 2003. ,
DOI : 10.2139/ssrn.301325
URL : http://nrs.harvard.edu/urn-3:HUL.InstRepos:3157876
Portfolio Choice in the Presence of Housing, Review of Financial Studies, vol.18, issue.2, pp.535-67, 2005. ,
DOI : 10.1093/rfs/hhi006
Consumption and Portfolio Choice over the Life Cycle, Review of Financial Studies, vol.18, issue.2, pp.491-533, 2005. ,
DOI : 10.1093/rfs/hhi017
Owner-Occupied Housing and the Composition of the Household Portfolio, American Economic Review, vol.92, issue.1, pp.92-345, 2002. ,
DOI : 10.1257/000282802760015775
Optimal Life-Cycle Asset Allocation: Understanding the Empirical Evidence, The Journal of Finance, vol.93, issue.1, pp.869-90, 2005. ,
DOI : 10.1093/rfs/11.1.1
Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods, Econometrica, vol.58, issue.1, pp.25-51, 1990. ,
DOI : 10.2307/2938333
A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data, Econometrica, vol.52, issue.2, pp.271-320, 1984. ,
DOI : 10.2307/1911491
Portfolio choices for homeowners, Journal of Urban Economics, vol.58, issue.1, pp.114-127, 2002. ,
DOI : 10.1016/j.jue.2005.02.002
Real Estate and its Role in Household Portfolio Choice, SSRN Electronic Journal, 2003. ,
DOI : 10.2139/ssrn.424322
Estimation of a Panel Data Sample Selection Model, Econometrica, vol.65, issue.6, pp.1335-1364, 1997. ,
DOI : 10.2307/2171739
Towards an Explanation of Household Portfolio Heterogeneity: Non?nancial Income and Participation Cost Structures, 2002. ,
Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints, Review of Financial Studies, vol.18, issue.1, pp.197-239, 2005. ,
DOI : 10.1093/rfs/hhh007
URL : http://rfs.oxfordjournals.org/cgi/content/short/18/1/197
Optimal Life-Cycle Asset Allocation with Housing as Collateral, 2005. ,