This paper analyzes the daily incidence of violence during the Second Intifada. We compare several alternative statistical models with different dynamic and structural stability characteristics while keeping modelling complexity to a minimum by only maintaining the assumption that the process...

A dynamic factor VAR model, estimated by MCMC simulation, is employed to assess the relative severity of post-war U.S. recessions. Joint modeling and estimation of all model unknowns yields rank estimates that fully account for parameter uncertainty. A convenient by-product of the simulation...

This article estimates a partially linear model that permits non-linearities of unspecified form in the school quality-earnings relationship. It examines the joint effect of teacher education and pupil-teacher ratios on 1990 earnings using NLSY data. It finds some evidence of non-linearities in...

We describe procedures for Bayesian estimation and testing in both cross sectional and longitudinal data smooth coefficient models (with and without endogeneity problems). The smooth coefficient model is a generalization of the partially linear or additive model wherein coefficients on linear...

We describe a new Bayesian estimation algorithm for fitting a binary treatment, ordered outcome selection model in a potential outcomes framework. We show how recent advances in simulation methods, namely {\it data augmentation}, the {\it Gibbs sampler} and the {\it Metropolis-Hastings...

In this article we extend previous BMOM results by showing how information about a variance parameter and its relation to regression coefficients produces a rich class of postdata densities for regression parameters. Prediction and model selection techniques are also described. We also discuss...