Related papers: Dynamic Ordered Panel Logit Models
In this paper we propose a multivariate ordinal regression model which allows the joint modeling of three-dimensional panel data containing both repeated and multiple measurements for a collection of subjects. This is achieved by a…
For the multivariate COGARCH process, we obtain explicit expressions for the second-order structure of the "squared returns" process observed on an equidistant grid. Based on this, we present a generalized method of moments estimator for…
This paper identifies an important bias - termed dynamic bias - in fixed effects panel estimators that arises when dynamic feedback is ignored in the estimating equation. Dynamic feedback occurs if past outcomes impact current outcomes, a…
Panel data are modern statistical tools which are commonly used in all kinds of econometric problems under various regularity assumptions. The panel data models with changepoints are introduced together with atomic pursuit methods and they…
The panel data regression models have gained increasing attention in different areas of research including but not limited to econometrics, environmental sciences, epidemiology, behavioral and social sciences. However, the presence of…
This paper develops computationally feasible methods for estimating random effects models in the context of regression modelling of multiple independent time series of discrete valued counts in which there is serial dependence. Given…
This paper addresses the estimation of a time- varying parameter in a network. A group of agents sequentially receive noisy signals about the parameter (or moving target), which does not follow any particular dynamics. The parameter is not…
A key question in clinical practice is accurate prediction of patient prognosis. To this end, nowadays, physicians have at their disposal a variety of tests and biomarkers to aid them in optimizing medical care. These tests are often…
In this survey we discuss the recent causal panel data literature. This recent literature has focused on credibly estimating causal effects of binary interventions in settings with longitudinal data, emphasizing practical advice for…
In this paper, we investigate binary response models for heterogeneous panel data with interactive fixed effects by allowing both the cross-sectional dimension and the temporal dimension to diverge. From a practical point of view, the…
Dynamic network data analysis requires joint modelling individual snapshots and time dynamics. This paper proposes a new two-way heterogeneity model towards this goal. The new model equips each node of the network with two heterogeneity…
Meta-analysis, because of both logistical convenience and statistical efficiency, is widely popular for synthesizing information on common parameters of interest across multiple studies. We propose developing a generalized meta-analysis…
This paper develops a class of potential outcomes models characterized by three main features: (i) Unobserved heterogeneity can be represented by a vector of potential outcomes and a type describing the manner in which an instrument…
Compositional data are common in many fields, both as outcomes and predictor variables. The inventory of models for the case when both the outcome and predictor variables are compositional is limited and the existing models are difficult to…
This paper investigates nonlinear panel regression models with interactive fixed effects and introduces a general framework for parameter estimation under potentially non-convex objective functions. We propose a computationally feasible…
We study stationarity and moments properties of some count time series models from contraction and stability properties of iterated random maps. Both univariate and multivariate processes are considered, including the recent multivariate…
We propose a novel two-regime regression model where regime switching is driven by a vector of possibly unobservable factors. When the factors are latent, we estimate them by the principal component analysis of a panel data set. We show…
This paper introduces unit-specific heterogeneity in panel data threshold regression. We develop the asymptotic theory for models with heterogeneous thresholds, heterogeneous slope coefficients, and interactive fixed effects. The estimation…
Providing diagnostic feedback about growth is crucial to formative decisions such as targeted remedial instructions or interventions. This paper proposed a longitudinal higher-order diagnostic classification modeling approach for measuring…
This study presents the analytical formulation and the finite element solution of fractional order nonlocal plates under both Mindlin and Kirchoff formulations. By employing consistent definitions for fractional-order kinematic relations,…