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Binary endogenous treatment in stochastic frontier models with an application...
This package contains the data files and Matlab scripts to reproduce the empirical application and Monte-Carlo simulations in the paper "Binary endogenous treatment in... -
A maximum likelihood bunching estimator of the elasticity of taxable income (...
This paper develops a maximum likelihood (ML) bunching estimator of the elasticity of taxable income (ETI). Our structural approach provides a natural framework to... -
Dynamic spatial autoregressive models with autoregressive and heteroskedastic...
We propose a new class of models specifically tailored for spatiotemporal data analysis. To this end, we generalize the spatial autoregressive model with autoregressive and... -
Empirical Bayesball Remixed: Empirical Bayes Methods for Longitudinal Data (r...
Empirical Bayes methods for Gaussian and binomial compound decision problems involving longitudinal data are considered. A recent convex optimization reformulation of the... -
Missing in Asynchronicity: A Kalman-em Approach for Multivariate Realized Cov...
Motivated by the need for a positive-semidefinite estimator of multivariate realized covariance matrices, we model noisy and asynchronous ultra-high-frequency asset prices in a... -
Estimating the returns to schooling: a likelihood approach based on normal mi...
In this paper we develop likelihood-based methods for statistical inference in a joint system of equations for the choice of length of schooling and earnings. The model for... -
Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte...
Theoretical and practical interest in non-linear time series models, particularly regime switching models, have increased substantially in recent years. Given the abundant... -
Quantifying the uncertainty about the half-life of deviations from PPP (repli...
We propose a Bayesian framework in which the uncertainty about the half-life of deviations from purchasing power parity can be quantified. Based on the responses to a survey...
