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The problem of recovering a moment-determinate multivariate function $f$ via its moment sequence is studied. Under mild conditions on $f$, the point-wise and $L_1$-rates of convergence for the proposed constructions are established. The…
From personalised medicine to targeted advertising, it is an inherent task to provide a sequence of decisions with historical covariates and outcome data. This requires understanding of both the dynamics and heterogeneity of treatment…
Difference-in-differences is a common method for estimating treatment effects, and the parallel trends condition is its main identifying assumption: the trend in mean untreated outcomes is independent of the observed treatment status. In…
We describe several new ways of specifying the behaviour of Lemaitre-Tolman (LT) models, in each case presenting the method for obtaining the LT arbitrary functions from the given data, and the conditions for existence of such solutions. In…
Mixed-effect models are flexible tools for researchers in a myriad of fields, but that flexibility comes at the cost of complexity and if users are not careful in how their model is specified, they could be making faulty inferences from…
First, we present a concise glossary of formulas for composition of standard, cumulant, factorial, and factorial cumulant moments in superposition (compound) models, where final particles are created via independent emission from a…
We have analyzed some conditions which are essentially involved in deciding whether or not a probability distribution is unique (moment-determinate) or non-unique (moment-indeterminate) by its moments. We suggest new conditions concerning…
A canonical formalism and constraint analysis for discrete systems subject to a variational action principle are devised. The formalism is equivalent to the covariant formulation, encompasses global and local discrete time evolution moves…
We consider continuous-time models with a large panel of moment conditions, where the structural parameter depends on a set of characteristics, whose effects are of interest. The leading example is the linear factor model in financial…
We propose a constructive approach to building temporal point processes that incorporate dependence on their history. The dependence is modeled through the conditional density of the duration, i.e., the interval between successive event…
Models allowing for random heterogeneity, such as mixed logit and latent class, are generally observed to obtain superior model fit and yield detailed insights into unobserved preference heterogeneity. Using theoretical arguments and two…
How do decisions change with the economic environment and with time? This paper studies general nonstationary stopping problems and provides the methodological tools to answer these questions. First, we identify conditions that ensure a…
Changepoint models enjoy a wide appeal in a variety of disciplines to model the heterogeneity of ordered data. Graphical influence diagnostics to characterize the influence of single observations on changepoint models are, however, lacking.…
Soliton dynamics in a large variety of longitudinally modulated lattices are studied in terms of phase space analysis for an effective particle approach and direct numerical simulations. Complex soliton dynamics are shown to depend strongly…
Living organisms maintain stable functioning amid environmental fluctuations through homeostasis, a property that preserves a system's behavior despite changes in environmental conditions. To elucidate homeostasis in stochastic biochemical…
In this paper we propose a new method of estimation for discrete choice demand models when individual level data are available. The method employs a two-step procedure. Step 1 predicts the choice probabilities as functions of the observed…
The paper gives a systematic analysis of singularities of transition processes in dynamical systems. General dynamical systems with dependence on parameter are studied. A system of relaxation times is constructed. Each relaxation time…
The Hausman specification test assesses the random-effects specification by comparing the random-effects estimator with a fixed-effects alternative. This note shows how a recently proposed bias diagnostic for linear mixed models can…
Moment systems arise in a wide range of contexts and applications, e.g. in network modeling of complex systems. Since moment systems consist of a high or even infinite number of coupled equations, an indispensable step in obtaining a…
This paper proposes new parametric model adequacy tests for possibly nonlinear and nonstationary time series models with noncontinuous data distribution, which is often the case in applied work. In particular, we consider the correct…