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We provide a comprehensive overview of latent Markov (LM) models for the analysis of longitudinal data. The main assumption behind these models is that the response variables are conditionally independent given a latent process which follows a first-order Markov chain. We first illustrate the...
Persistent link: https://www.econbiz.de/10015232214
We provide a comprehensive overview of latent Markov (LM) models for the analysis of longitudinal data. The main assumption behind these models is that the response variables are conditionally independent given a latent process which follows a first-order Markov chain. We first illustrate the...
Persistent link: https://www.econbiz.de/10011108696
A multivariate hidden Markov model is proposed to explain the price evolution of Bitcoin, Ethereum, Ripple, Litecoin, and Bitcoin Cash. The observed daily log-returns of these five major cryptocurrencies are modeled jointly. They are assumed to be correlated according to a variance-covariance...
Persistent link: https://www.econbiz.de/10015234891
We extend to the longitudinal setting a latent class approach that has beed recently introduced by \cite{lanza:et:al:2013} to estimate the causal effect of a treatment. The proposed approach permits the evaluation of the effect of multiple treatments on subpopulations of individuals from a...
Persistent link: https://www.econbiz.de/10015248889
Persistent link: https://www.econbiz.de/10012795398
Assessment of the eEurope 2005 Action Plan Benchmarking Index “E-Business Readiness Composite Indicator” using data collected by National Statistical Institutes and harmonised by Eurostat, using surveys “ICT usage of enterprises”, with reference years 2003 and 2004. This report contains...
Persistent link: https://www.econbiz.de/10015218728
We use the first three waves of the Millennium Cohort Study (MCS), a longitudinal and representative UK survey, to explore the interrelationship between parental divorce, parental temporary separation and parental relationship quality on cognitive abilities and psychological dimensions of the...
Persistent link: https://www.econbiz.de/10015258391
We examine how couples'breadwinning patterns are classified and how they have changed over the past four decades during which we have seen increase in women's labor force participation. We explore how the latent variable of spousal breadwinning types is associated with the socioeconomic...
Persistent link: https://www.econbiz.de/10015262044
We propose a short review between two alternative ways of modeling stability and change of longitudinal data when time-fixed and time-varying covariates referred to the observed individuals are available. They both build on the foundation of the finite mixture models and are commonly applied in...
Persistent link: https://www.econbiz.de/10015252821
Assessment of the eEurope 2005 Action Plan Benchmarking Index “E-Business Readiness Composite Indicator” using data collected by National Statistical Institutes and harmonised by Eurostat, using surveys “ICT usage of enterprises”, with reference years 2003 and 2004. This report contains...
Persistent link: https://www.econbiz.de/10008578256