AJ Patton - Journal of Multivariate Analysis, 2012 - Elsevier
This survey reviews the large and growing literature on copula-based models for economic and financial time series. Copula-based multivariate models allow the researcher to specify …
J Chen, J Roth - The Quarterly Journal of Economics, 2024 - academic.oup.com
When studying an outcome Y that is weakly positive but can equal zero (eg, earnings), researchers frequently estimate an average treatment effect (ATE) for a “log-like” …
This paper assesses different econometric approaches to working with count-based outcome variables and other outcomes with similar distributions, which are increasingly …
In this article, we present ppmlhdfe, a new command for estimation of (pseudo-) Poisson regression models with multiple high-dimensional fixed effects (HDFE). Estimation is …
Multidimensional poverty measurement and analysis is evolving rapidly. A particular counting approach to multidimensional poverty measurement, developed by Sabina Alkire …
A valuable overview of the most important ideas and results in statistical modeling Written by a highly-experienced author, Foundations of Linear and Generalized Linear Models is a …
This book is about learning from data using the Generalized Additive Models for Location, Scale and Shape (GAMLSS). GAMLSS extends the Generalized Linear Models (GLMs) and …
R Bronzini, P Piselli - Research Policy, 2016 - Elsevier
This paper evaluates the impact of an R&D subsidy program implemented in a region of northern Italy in the early 2000s on innovation by beneficiary firms. We use a regression …
This is a book about statistical distributions, their properties, and their application to modelling the dependence of the location, scale, and shape of the distribution of a response …