User behavior profiling of websites can provide an operator with an estimate of what is actually transpiring on their site. This type of information is essential to keep ahead of the curve in a commercial environment where competition is extremely fierce and continuously evolving. The authors...

Abstract In this paper we study parameter estimation via the Expectation Maximization (EM) algorithm for a continuous-time hidden Markov model with diffusion and point process observation. Inference problems of this type arise for instance in credit risk modelling. A key step in the application...

Global navigation satellite systems (GNSS) have been widely used in many applications where positioning plays an important role. However, the performances of these applications can be degraded in urban canyons, due to Non-Line-Of-Sight (NLOS) and Multipath interference affecting GNSS signals. In...

Abstract Mediation analysis is popular in examining the extent to which the effect of an exposure on an outcome is through an intermediate variable. When the exposure is subject to misclassification, the effects estimated can be severely biased. In this paper, when the mediator is binary, we...

Abstract Because of the increasing number of interrelated processes continuous monitoring and controlling of processes get more and more important. Time series constitute one possibility of modelling processes in order to determine an appropriate monitoring policy. One major problem when...

Abstract This paper analyzes the effects of human capital on welfare dynamics in Canada using data from the Self-Sufficiency Project (SSP). SSP offered a time-limited earnings supplement to a randomly assigned group of new welfare applicants who remained on welfare for one year and, in the...

Abstract This article studies the treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. By using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which the treatment choice and outcome...

In this paper, we examine the application of SFA method with time-invariant inefficiency and assess its estimation of inefficiency when applied to cross section and panel data. By using simulation methods, we look at the effect of unobserved heterogeneity on the estimates of inefficiency in both...

Purpose The purpose of this paper is to examine the extent to which individual characteristics are related to the decision to become a public sector employee using twin study data matched with register-based, individual-level panel data for the 1991-2009 period. Design/methodology/approach The...

Purpose – The purpose of this paper is to provide an overview of unobserved heterogeneity in the context of partial least squares structural equation modeling (PLS-SEM), its prevalence and challenges for social science researchers. Part II – in the next issue ( European Business Review ,...