Related papers: Moment Conditions for Dynamic Panel Logit Models w…

This paper proposes new specification tests for conditional models with discrete responses, which are key to apply efficient maximum likelihood methods, to obtain consistent estimates of partial effects and to get appropriate predictions of…

Many forms of dependence manifest themselves over time, with behavior of variables in dynamical systems as a paradigmatic example. This paper studies temporal dependence in dynamical systems from a logical perspective, by enriching a…

This paper investigates the stability properties of a nonlinear fractional differential equation with two discrete delays and a delay-dependent coefficient. Such equations arise in various biological and control systems where temporal…

The reduction of a continuous Markov process with multiple metastable states to a discrete rate process is investigated in the presence of slow time dependent parameters such as periodic external forces or slowly fluctuating barrier…

Response times collected in computerised assessments provide information about the underlying response process and may exhibit within-person variation over the course of a test. We propose a latent variable model for log response times that…

We consider a financial market in discrete time and study pricing and hedging conditional on the information available up to an arbitrary point in time. In this conditional framework, we determine the structure of arbitrage-free prices.…

Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

This chapter presents an overview of a specific form of limited dependent variable models, namely discrete choice models, where the dependent (response or outcome) variable takes values which are discrete, inherently ordered, and…

Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…

Different voters behave differently, different governments make different decisions, or different organizations are ruled differently. Many research questions important to political scientists concern choice behavior, which involves dealing…

In this paper, we adopt results in nonlinear time series analysis for causal inference in dynamical settings.~Our motivation is policy analysis with panel data, particularly through the use of "synthetic control" methods. These methods…

The main theme of the article is the study of discrete systems of material points subjected to constraints not only of a geometric type (holonomic constraints) but also of a kinematic type (nonholonomic constraints). The setting up of the…

We present a theoretical model describing recently observed collective effects in large magneto-optically trapped atomic ensembles. Based on a kinetic description we develop an efficient test particle method, which in addition to the single…

The coefficient of determination is well defined for linear models and its extension is long wanted for mixed-effects models. We revisit its extension to define measures for proportions of variation explained by the whole model, fixed…

The weighted median mechanism provides a robust alternative to weighted averaging in opinion dynamics. Existing models, however, are predominantly formulated on pairwise interaction graphs, which limits their ability to represent…

This paper proposes a model-free approach to analyze panel data with heterogeneous dynamic structures across observational units. We first compute the sample mean, autocovariances, and autocorrelations for each unit, and then estimate the…

In this paper, we address the problem of bounding conditional expectations when moment information of the underlying distribution and the random event conditioned upon are given. To this end, we propose an adapted version of the generalized…

In this paper, we establish the existence of moments and moment estimates for L\'evy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient conditions for the existence of…

In the linear random effects model, when distributional assumptions such as normality of the error variables cannot be justified, moments may serve as alternatives to describe relevant distributions in neighborhoods of their means.…

This paper introduces operators, semantics, characterizations, and solution-independent conditions to guarantee temporal logic specifications for hybrid dynamical systems. Hybrid dynamical systems are given in terms of differential…