Publications

Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue”
We provide a discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue” by Yanchenko, Tierney, Lawson, …
Cite DOI
Bayesian Inference of Network Formation Models with Payoff Externalities
This paper provides a novel approach to identification and estimation of a network formation model using observed network data, where …
PDF
Nonlinear Panel Data Methods for Multivariate Fractional Outcomes
This paper expands the applied researcher’s toolkit for dealing with nonlinear panel data models with unobserved heterogeneity …
Copula Estimation and Variable Selection with Multivariate Fractional Outcomes
This paper introduces a unified estimation methodology using copulas for multivariate fractional outcomes with a conditional mean …
PDF
Semiparametric Quasi Maximum Likelihood Estimation of the Fractional Response Model
This paper proposes a new semiparametric estimator of models where the response random variable is a fraction. The estimator is …
Cite DOI
Forecasting from Others’ Experience: Bayesian Estimation of the Generalized Bass Model
We propose a Bayesian estimation procedure for the generalized Bass model that is used in product diffusion models. Our method …
Cite DOI
Welfare Gains of the Poor: An Endogenous Bayesian Approach with Spatial Random Effects
We introduce a Bayesian instrumental variable procedure with spatial random effects that handles endogeneity, and spatial dependence …
Cite DOI