Semiparametric Bayes analysis of longitudinal data treatment models
From MaRDI portal
Publication:1858961
DOI10.1016/S0304-4076(02)00122-7zbMath1030.62017MaRDI QIDQ1858961
Barton H. Hamilton, Siddhartha Chib
Publication date: 17 February 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)
Related Items
Analysis of treatment response data from eligibility designs, Estimation, Learning and Parameters of Interest in a Multiple Outcome Selection Model, A Bayesian mixed logit-probit model for multinomial choice, Bayesian nonparametric learning of how skill is distributed across the mutual fund industry, Copula regression spline models for binary outcomes, Semiparametric Bayesian estimation of mixed count regression models, Forecasting with a panel Tobit model, Semiparametric Bayesian inference for stochastic frontier models, On a rapid simulation of the Dirichlet process, Bayesian Semiparametric Longitudinal Drift-Diffusion Mixed Models for Tone Learning in Adults, Analysis of treatment response data without the joint distribution of potential outcomes, Modeling and calculating the effect of treatment at baseline from panel outcomes, Copula based factorization in Bayesian multivariate infinite mixture models, Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors, Additive cubic spline regression with Dirichlet process mixture errors, Semiparametric thurstonian models for recurrent choices: a Bayesian analysis, Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models, Bayesian semiparametric stochastic volatility modeling, Bayesian inference in a correlated random coefficients model: modeling causal effect heterogeneity with an application to heterogeneous returns to schooling, Stick-breaking autoregressive processes, Bayesian Nonparametric Calibration and Combination of Predictive Distributions, Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model, Bayesian estimation of dynamic panel data gravity model, Measuring expectations in options markets: an application to the S&P500 index, Unnamed Item
Cites Work
- Alternative methods for evaluating the impact of interventions. An overview
- Bayes inference in the Tobit censored regression model
- Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
- Bayesian inference for causal effects: The role of randomization
- Two-step estimation of panel data models with censored endogenous variables and selection bias
- An empirical analysis of earnings dynamics among men in the PSID: 1968--1989
- Bayesian analysis of cross-section and clustered data treatment models
- Markov chains for exploring posterior distributions. (With discussion)
- Selection corrections for panel data models under conditional mean independence assumptions
- A Bayesian analysis of some nonparametric problems
- Identification of Causal Effects Using Instrumental Variables
- Estimation and Testing of the Union Wage Effect Using Panel Data
- The central role of the propensity score in observational studies for causal effects
- The Calculation of Posterior Distributions by Data Augmentation
- Bayesian residual analysis for binary response regression models
- Matching As An Econometric Evaluation Estimator
- Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables
- Analysis of multivariate probit models
- Estimation of a Panel Data Sample Selection Model
- Marginal Likelihood and Bayes Factors for Dirichlet Process Mixture Models
- Bayesian Density Estimation and Inference Using Mixtures
- Bayesian Analysis of Binary and Polychotomous Response Data
- Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score
- Simultaneous-Equation Estimation in a Clinical Trial of the Effect of Smoking on Birth Weight