Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model

DOI10.1111/j.1467-9574.2007.00375.xzbMath1152.62093OpenAlexW2115714605MaRDI QIDQ3525709

Siem Jan Koopman, Marius Ooms, Victor van der Geest, André Lucas, Kees van Montfort

Publication date: 18 September 2008

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.2007.00375.x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25) Monte Carlo methods (65C05)

Related Items

Generalized dynamic panel data models with random effects for cross-section and time

Uses Software

• Ox

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• Likelihood analysis of non-Gaussian measurement time series
• Monte Carlo maximum likelihood estimation for non-Gaussian state space models
• A simple and efficient simulation smoother for state space time series analysis
• Latent Markov Modelling of Recidivism Data
• Nonstationary Binary Choice
• Testing When a Parameter is on the Boundary of the Maintained Hypothesis
• Statistical algorithms for models in state space using SsfPack 2.2
• Bayesian Inference in Econometric Models Using Monte Carlo Integration