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A simple, flexible estimator for count and other ordered discrete data (repli...
This paper examines a flexible way to model empirically discrete data outcomes using hazard rate decompositions. It presents a general data-generating mechanism based on... -
Dynamic stochastic copula models: estimation, inference and applications (rep...
We propose a new dynamic copula model in which the parameter characterizing dependence follows an autoregressive process. As this model class includes the Gaussian copula with... -
Measuring the impact of nonignorability in panel data with non-monotone nonre...
The analysis of panel data with non-monotone nonresponse often relies on the critical and untestable assumption of ignorable missingness. It is important to assess the...