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swMATH6029MaRDI QIDQ18167

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Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects ⋮ Logistic regression. A self-learning text. With contributions by Erica Rihl Pryor. ⋮ Shape classification based on interpoint distance distributions ⋮ Incorporating student covariates in cognitive diagnosis models ⋮ Multivariate Poisson interpoint distances ⋮ Box model of migration channels ⋮ Note on the singularity of the Poisson-gamma model ⋮ Debiasing preferences over redistribution: an experiment ⋮ Further results on projection-based inference in IV regressions with weak, collinear or missing instruments ⋮ Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework ⋮ Multiple imputation in three or more stages ⋮ Full matching approach to instrumental variables estimation with application to the effect of malaria on stunting ⋮ Extended structure preserving estimation (ESPREE) for updating small area estimates of poverty ⋮ Asymptotic properties of a robust variance matrix estimator for panel data when \(T\) is large ⋮ Chain indices of the cost-of-living and the path-dependence problem: an empirical solution ⋮ The long-run cost of job loss as measured by consumption changes ⋮ Panel data methods for fractional response variables with an application to test pass rates ⋮ Efficiency in public schools: does competition matter? ⋮ Cure events in default prediction ⋮ Management of agricultural research centers in Brazil: a DEA application using a dynamic GMM approach ⋮ Merit norms in the ultimatum game: an experimental study of the effect of merit on individual behavior and aggregate outcomes ⋮ A tutorial on interaction ⋮ The shooting S-estimator for robust regression ⋮ Testing competing models for non-negative data with many zeros ⋮ Bivariate non-normality in the sample selection model ⋮ Quantile regression with clustered data ⋮ Spatial errors in count data regressions ⋮ An algorithm to estimate the two-way fixed effects model ⋮ Accuracy of mortgage portfolio risk forecasts during financial crises ⋮ A new mixture model for the estimation of credit card exposure at default ⋮ Generalized linear latent models for multivariate longitudinal measurements mixed with hidden Markov models ⋮ Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights ⋮ Conditional tests for homogeneity of zero-inflated Poisson and Poisson-hurdle distributions ⋮ Dynamic panels with threshold effect and endogeneity ⋮ Copula regression spline models for binary outcomes ⋮ A new explanatory index for evaluating the binary logistic regression based on the sensitivity of the estimated model ⋮ Bayesian robust inference of sample selection using selection-\(t\) models ⋮ Transport costs and China's exports: some empirical evidences ⋮ WCOID-DG: an approach for case base maintenance based on weighting, clustering, outliers, internal detection and DBsan-Gmeans ⋮ Asymptotic properties of adaptive maximum likelihood estimators in latent variable models ⋮ Solutions manual for \textit{Econometrics} ⋮ Efficient direct sampling MCEM algorithm for latent variable models with binary responses ⋮ Engel's law reconsidered ⋮ Inferences for the ratio: Fieller's interval, log ratio, and large sample based confidence intervals ⋮ On the robustness of two-stage estimators ⋮ A method for increasing the robustness of multiple imputation ⋮ Mixture cure models in credit scoring: if and when borrowers default ⋮ Analysis of multi-level correlated data in the framework of generalized estimating equations via xtmultcorr procedures in Stata and qls functions in Matlab ⋮ Alternating imputation posterior estimation of models with crossed random effects ⋮ Comparative study of ROC regression techniques -- applications for the computer-aided diagnostic system in breast cancer detection ⋮ Non-linear mixed logit ⋮ Inferring beliefs as subjectively imprecise probabilities ⋮ An empirical analysis of valence in electoral competition ⋮ Meta-analysis of family-based and case-control genetic association studies that use the same cases ⋮ A hidden competing risk model for censored observations ⋮ Bayesian skew-probit regression for binary response data ⋮ Are private schools better than public schools? Appraisal for Ireland by methods for observational studies ⋮ Does the information content of payout initiations and omissions influence firm risks? ⋮ Rank-based empirical likelihood inference on medians of \(k\) populations ⋮ Does consultation improve decision-making? ⋮ Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes ⋮ Robust inference on average treatment effects with possibly more covariates than observations ⋮ Childcare and participation at work in North-East Italy: why do Italian and foreign mothers behave differently? ⋮ The misuse of the Vuong test for non-nested models to test for zero-inflation ⋮ Semi-parametric bivariate polychotomous ordinal regression ⋮ Distribution free estimation of heteroskedastic binary response models using probit/logit criterion functions ⋮ On different approaches to obtaining partial effects in binary response models with endogenous regressors ⋮ Improved regression calibration ⋮ A survey of bootstrap methods in finite population sampling ⋮ Decomposition of non-linear models using simulated residuals ⋮ A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models ⋮ Application of the simultaneous least squares-probit Nelson-Olson covariance estimator for stratified surveys ⋮ OLS with multiple high dimensional category variables ⋮ Framing effects in public goods: prospect theory and experimental evidence ⋮ Diagnosis and quantification of the non-essential collinearity ⋮ An experimental analysis of auctions with interdependent valuations ⋮ A finite sample correction for the variance of linear efficient two-step GMM estimators ⋮ Sample selection models for count data in R ⋮ Combining frequency and time domain approaches to systems with multiple spike train input and output ⋮ On estimating firm-level production functions using proxy variables to control for unobservables ⋮ Estimating and using propensity score in presence of missing background data: an application to assess the impact of childbearing on wellbeing ⋮ Robust confidence sets in the presence of weak instruments ⋮ The (mis)specification of discrete duration models with unobserved heterogeneity: a Monte Carlo study ⋮ Robust tests for heteroskedasticity in the one-way error components model ⋮ Inference with dependent data using cluster covariance estimators ⋮ IV models of ordered choice ⋮ Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects ⋮ Manly transformation in finite mixture modeling ⋮ Misclassification of current status data ⋮ Ornstein-Uhlenbeck threshold regression for time-to-event data with and without a cure fraction ⋮ Words versus actions as a means to influence cooperation in social dilemma situations ⋮ Bayesian mixture modeling for multivariate conditional distributions ⋮ Performance of some ridge estimators for the gamma regression model ⋮ Markov switching asymmetric GARCH model: stability and forecasting ⋮ On cognitive preferences and the plausibility of rule-based models ⋮ Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient ⋮ The value of safety as revealed in the Swedish car market: an application of the hedonic pricing approach ⋮ Generalized method of trimmed moments ⋮ Incremental willingness to pay: a theoretical and empirical exposition ⋮ Assessing the effect of the amount of financial aids to Piedmont firms using the generalized propensity score

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