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Found 4 papers, 0 papers with code
Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity
We incorporate a version of a spike and slab prior, comprising a pointmass at zero ("spike") and a Normal distribution around zero ("slab") into a dynamic panel data framework to model coefficient heterogeneity.
Optimal Decision Rules when Payoffs are Partially Identified
We derive optimal statistical decision rules for discrete choice problems when payoffs depend on a partially-identified parameter $\theta$ and the decision maker can use a point-identified parameter $P$ to deduce restrictions on $\theta$.
Sequential Monte Carlo With Model Tempering
Modern macroeconometrics often relies on time series models for which it is time-consuming to evaluate the likelihood function.
Forecasting with a Panel Tobit Model
We use a dynamic panel Tobit model with heteroskedasticity to generate forecasts for a large cross-section of short time series of censored observations.
