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A framework for eliciting, incorporating, and disciplining identification beliefs in linear models

DiTraglia, Francis J.; García Jimeno, Camilo - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1038-1053

Persistent link: https://www.econbiz.de/10012653223

Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D

De Silva, Dakshina G.; Hubbard, Timothy P.; Schiller, … - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 278-294

Persistent link: https://www.econbiz.de/10014428069

Estimating a DSGE model for Japan in a data-rich environment

Iiboshi, Hirokuni; Matsumae, Tatsuyoshi; Namba, Ryoichi; … - In: Journal of the Japanese and international economies : … 36 (2015), pp. 25-55

Persistent link: https://www.econbiz.de/10011380592

Testing for optimization behavior in production when data is with measurement errors : a Bayesian approach

Tsionas, Efthymios G.; Zelenyuk, Valentin - 2022

Persistent link: https://www.econbiz.de/10013258107

HMO selection and medicare costs : Bayesian MCMC estimation of a robust panel data tobit model with survival

Hamilton, Barton Hughes - In: Econometric analysis of health data, (pp. 217-227). 2002

Persistent link: https://www.econbiz.de/10001773719

Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices : a reparameterized approach

Cai, Zhengzheng; Zhu, Yanli; Han, Xiaoyi - In: Economics letters 217 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013465499

Spatial dynamic panel data models with random effects

Parent, Olivier; Lesage, James P. - In: Regional science & urban economics 42 (2012) 4, pp. 727-738

Persistent link: https://www.econbiz.de/10009621527

A correction function approach to solve the incidental parameter problem

Li, Guangjie; Leon-Gonzalez, Roberto - 2009

under a simple panel Poisson count model. We also extend the strategy to accomodate cases when information orthogonality is … unavailable, such as the linear AR(p) panel model. For the AR(p) model, there exists a correction function to fix the incidental … in both parameter estimation and model selection. -- dynamic panel data model with fixed effect ; incidental parameter …

Persistent link: https://www.econbiz.de/10003817215

Bayesian semiparametric GARCH Models

Zhang, Xibin; King, Maxwell L. - 2011

This paper aims to investigate a Bayesian sampling approach to parameter estimation in the semiparametric GARCH model with an unknown conditional error density, which we approximate by a mixture of Gaussian densities centered at individual errors and scaled by a common standard deviation. This...

Persistent link: https://www.econbiz.de/10009406237

Combining information from multiple surveys for assessing health disparities

Raghunathan, Trivellore - In: Allgemeines statistisches Archiv : AStA ; journal of … 90 (2006) 4, pp. 515-526

Persistent link: https://www.econbiz.de/10003398735