[PDF][PDF] The Impact of Heteroskedasticity in Observational Studies of Causal Effects

J Gao, I Jeliazkov - 2023 - gaojieyu.com
There is a large and rapidly growing causal inference literature, yet little is known about the
impact of heteroskedasticity in popular causal settings. In observational studies where the …

Essays in Bayesian Econometrics and Game Theory

J Gao - 2024 - escholarship.org
This dissertation comprises three chapters that expand upon Bayesian econometrics and
game theory. Chapter 1 integrates heteroskedasticity into various models including …

[PDF][PDF] LIKELIHOOD SPECIFICATION IN SIMULTANEOUS EQUATION MODELS FOR DISCRETE DATA

I JELIAZKOV, A VOSSMEYER - 2020 - angelavossmeyer.com
The likelihood function of simultaneous equation models for discrete data is derived as the
invariant distribution of a suitably defined Markov chain. The formulation dispenses with …

Discrete Responses in Penalized Generalized Linear Models

F Donat - 2016 - discovery.ucl.ac.uk
Generalized Linear Models (GLMs) are an important class of models that provide a unifying
framework for the analysis and estimation of several types response variables, including …

Discrete Responses in Bivariate Generalized Additive Models

F Donat, G Marra - arXiv preprint arXiv:1508.01302, 2015 - arxiv.org
A conceptual framework for the analysis of dichotomous and ordinal polychotomous
responses within a penalized multivariate Generalized Linear Model is introduced. The …