In this paper, we analyze the dynamic behaviour of employment and hours worked per worker in a stochastic general equilibrium model with a matching mechanism between vacancies and unemployed workers. The model is estimated for the United States using the Generalized Methods of Moments (GMM)...

Water availability is a key biophysical factor determining agricultural production potential. The FAO crop water response model AquaCrop was developed to estimate crop production under water limiting conditions. This model uses the normalized water productivity, WP* (gm−2d−1), to estimate...

In family studies with multiple continuous phenotypes, heritability can be conveniently evaluated through the so-called principal-component of heredity (PCH, for short; Ott and Rabinowitz in Hum Hered 49:106–111, <CitationRef CitationID="CR12">1999</CitationRef>). Estimation of the PCH, however, is notoriously difficult when entertaining...</citationref>

We consider the problem of selecting grouped variables (factors) for accurate prediction in regression. Such a problem arises naturally in many practical situations with the multifactor analysis-of-variance problem as the most important and well-known example. Instead of selecting factors by...

We propose penalized likelihood methods for estimating the concentration matrix in the Gaussian graphical model. The methods lead to a sparse and shrinkage estimator of the concentration matrix that is positive definite, and thus conduct model selection and estimation simultaneously. The...