This user's manual describes the design, instrumentation, coding methodology, and special issues pertaining to the twin triad data file from the Early Childhood Longitudinal Study, Birth Cohort base year (9-month) data collection. Also included is information to help users access and use the...

This CD-ROM contains restricted-use base year (9-month data collection) twin triad data from the Early Childhood Longitudinal Study, Birth Cohort (ECLS-B). The twin triad data file contains data from a subsample of twins videotaped with their mothers during a teaching interaction. Triadic...

Given the intensive demands that collecting attendance data places on program staff, it can often be challenging to collect and might result in a fair amount of missing data, which can compromise the reliability and validity of attendance estimates. Little is known about which methods for...

This paper is concerned with the Bayesian estimation of non-linear stochastic differential equations when only discrete observations are available. The estimation is carried out using a tuned MCMC method, in particular a blocked Metropolis-Hastings algorithm, by introducing auxiliary points and...

This paper studies in some detail a class of high frequency based volatility (HEAVY) models.  These models are direct models of daily asset return volatility based on realized measures constructed from high frequency data.  Our analysis identifies that the models have momentum and mean...

This paper provides methods for carrying out likelihood based inference for diffusion driven models, for example discretely observed multivariate diffusions, continuous time stochastic volatility models and counting process models. The diffusions can potentially be non-stationary. Although our...

Empirical studies of the role of non-cognitive skills in driving economic behavior often rely heavily on the assumption that these skills are stable over the relevant time frame. We analyze the change in a specific non-cognitive skill, i.e. locus of control, in order to directly assess the...