Introduction to data visualization and characterization -- Random vectors and the multivariate normal distribution -- Explaining covariance structure : principal components -- Linear model for numerical and categorical response variables -- Linear mixed effects model -- Diagnosis of variation...

We propose a simple procedure based on an existing “debiased” l_{1}-regularized method for inference of the average partial effects (APEs) in approximately sparse probit and fractional probit models with panel data, where the number of time periods is fixed and small relative to the number...

This paper studies nonparametric identification in market level demand models for differentiated products with heterogeneous consumers. We consider a general class of models that allows for the individual specific coefficients to vary continuously across the population and give conditions under...

This paper studies nonparametric identification in market level demand models for differentiated products with heterogeneous consumers. We consider a general class of models that allows for the individual specific coefficients to vary continuously across the population and give conditions...