Bayesian Methods

Heterogeneous Peer Effects with Endogenous Network Formation
This paper introduces a new econometric framework for modeling social interactions with heterogeneous peer responses, addressing …
Last updated on Jul 12, 2026 Econometrics, Networks, Bayesian, Applied Microeconomics
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Marijuana and Tobacco Consumption in Colombia: A Bayesian Zero-Inflated Ordered Probit Under Submission
This paper develops a Bayesian implementation of the zero-inflated ordered probit model introduced in Harris and Zhao (2007), providing …
Last updated on Jul 12, 2026 Econometrics, Bayesian, Limited Dependent Variables, Applied Microeconomics
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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, …
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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 …
Last updated on Jul 11, 2026 Econometrics, Bayesian, Limited Dependent Variables, Networks
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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 …
Last updated on Jul 12, 2026 Econometrics, Applied Microeconomics, Bayesian, Limited Dependent Variables, Instrumental Variables
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 …
Last updated on Jul 11, 2026 Econometrics, Bayesian, Limited Dependent Variables
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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 …
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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 …
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