for respondents and nonrespondents, and attrition in later panel waves must not depend on the state of the individuals …. The theory is applied to a German survey on social benefit recipience. Minor deviations from assumptions are shown to have …

demography is used to show that an initial bias can "fade-away" in later panel waves, if the transition laws in the observed … sample and the population are identical. Panel attrition is incorporated into the Markovian framework. Extensions to Markov … empirical data from a German Labour Market Panel to demonstrate the extend and speed of the fade-away effect. The implications …

enabling incorporation of neighboring structures and easy sampling schemes. Different sampling schemes are available and may be …

This paper compares two single-equation approaches from the recent nowcast literature: Mixed-data sampling (MIDAS …

instance of precision-based sampling methods that operate on the inverse variance-covariance matrix of the states (also known … other instances of precision-based sampling, computational gains are considerable. Relevant applications include trend …

dynamic panel data models. In particular, in our model the long-run relationship between effective exchange rates and domestic …

We develop a new Bayesian estimator that is able to deal with multivariate panel data structure in the presence of … spatial correlation. The analysis of panel data introduced here allows us to analyze not only the fixed effect but also the …