Applied Econometrics with R
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- Bayesian hierarchical models incorporating measurement error for interrupted time series design
- Sparser Ordinal Regression Models Based on Parametric and Additive Location‐Shift Approaches
- Bayesian inference for the negative binomial-generalized Lindley regression model: properties and applications
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- Estimating retail demand with Poisson mixtures and out-of-sample likelihood
- Simultaneous transformation and rounding (STAR) models for integer-valued data
- Net-benefit regression with censored cost-effectiveness data from randomized or observational studies
- Generally altered, inflated, truncated and deflated regression
- Poisson-Birnbaum-Saunders regression model for clustered count data
- Generalized random forests
- Bayesian analysis of heavy-tailed Heckman selection models using Hamiltonian Monte Carlo
- Improving instrumental variable estimators with poststratification
- LASSO regularization for censored regression and high-dimensional predictors
- Regularization methods in zero-inflated Bernoulli regression model
- Influence diagnostics in the Heckman selection models based on EM algorithms
- Old but gold or new and shiny? Comparing tree ensembles for ordinal prediction with a classic parametric approach
- TSLiNGAM: DirectLiNGAM Under Heavy Tails
- Semiparametric approach to estimation of marginal mean effects and marginal quantile effects
- Fitted value shrinkage
- Multivariate zero-inflated generalised poisson data generation methods for simulating counts of adverse events
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- Bayesian weighted composite linear expectile regression
- Mixing time of the conditional backward sampling particle filter
- Testing endogeneity with high dimensional covariates
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