This work has been prepared as chapter 19 for the volume Econometrics of Panel Data (2nd ed., Matyas and Sevestre eds., Kluwer Academic Publishers). The main emphasis is on modelling whereas inference problems are only sketched. After a short review on the basic issues on marginal models (i.e....

This paper surveys Bayesian procedures of testing along with different attitudes of econometricians facing testing problems with some sympathy for Bayesian ideas. In the first part, the general Bayesian testing procedures are structured along two main axes. The first one presents the usual...

This paper develops new statistical and computational methods for the automatic detection of spatial clusters displaying an over- or under- relative specialization spatial pattern. A probability model provides a space partition into clusters representing homogenous portions of space as far as...

Although neural networks are commonly encountered to solve classification problems, ranking data present specificities which require adapting the model. Based on a latent utility function defined on the characteristics of the objects to be ranked, the approach suggested in this paper leads to a...

One way the social scientists explain phenomena is by building structural models. These models are explanatory insofar as they manage to perform a recursive decomposition on an initial multivariate probability distribution, which can be interpreted as a mechanism. The social scientists should...

From data in the form of a two-way contingency table “Regions _ Sectors”, the concepts of specialization and concentration, built from the analysis of conditional distributions or profiles, is based on discrepancies among distributions: between profiles and a uniform distribution for...

It is widely agreed that, in establishing whether variable X causes variable Y, a third variable Z may confound the relation and thus hinder causal assessment. The solution developed within the ‘traditional’ framework is to control for any third variable, susceptible of confounding the...

Competing risks models are presented in the framework of single transition-multiple causes models. Particular attention is paid to general distributions of latent durations and to model identification problems, which are different from parameter identification problems. Implications for...

Nowcasting regards the inference on the present realization of random variables, on the basis of information available until a recent past. This paper proposes a modelling strategy aimed at a best use of the data for nowcasting based on panel data with severe deficiencies, namely short times...

In this paper, we propose an empirical method to measure the market imperfection and the bargaining power of the agents, by extending the methods of frontier analysis. A case study in the field of freight transport illustrates the proposed method.