We consider estimation in generalized linear mixed models (GLMM) for longitudinal data with informative dropouts. At the time a unit drops out, time-varying covariates are often unobserved in addition to the missing outcome. However, existing informative dropout models typically require...

Cognition is not directly measurable. It is assessed using psychometric tests, which can be viewed as quantitative measures of cognition with error. The aim of this article is to propose a model to describe the evolution in continuous time of unobserved cognition in the elderly and assess the...

Multiple outcomes are often used to properly characterize an effect of interest. This paper proposes a latent variable model for the situation where repeated measures over time are obtained on each outcome. These outcomes are assumed to measure an underlying quantity of main interest from...

We adapt the Expectation-Maximization (EM) algorithm to incorporate unobserved hetero- geneity into conditional choice probability (CCP) estimators of dynamic discrete choice problems. The unobserved heterogeneity can be time-invariant, fully transitory, or follow a Markov chain. By exploiting...

This paper investigates preference heterogeneity of wine consumers by using latent class models based onattitudinal questions. Such responses turn out to be an important source of additional information when the goalis to identify different groups of people with a similar wine preference...

In dynamic discrete choice analysis, controlling for unobserved heterogeneity is an important issue, and finite mixture models provide flexible ways to account for unobserved heterogeneity. This paper studies nonparametric identifiability of type probabilities and type-specific component...

Although nonprime lending has experienced steady or even explosive growth over the last decade very little is known about the performance characteristics of these mortgages. Using data from national secondary market institutions, this paper estimates a competing risks proportional hazard model,...

Traditional measures of labour quality might have the shortcoming of missing some features of the very important increase in labour utilization within European countries. In particular, we explore the case of Spain. Despite showing one of the most important increases in labour quality in the EU...

In 2005, Portugal introduced a business registration reform - the On the Spot Firm program - with the goal of promoting the establishment of new start-ups and, ultimately, stimulating investment and economic growth. However, the question remains as to whether this policy has successfully...

We provide a new approach for assessing the cost of marginal ecosystem changes and theeffectiveness of green payment schemes. The approach is based on a theoretical and empirical analysis of the bio-economic production interactions between marketed outputs and non-marketed ecosystemservices at...