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Bayesian estimation of multivariate panel probits with higher-order network interdependence and an application to firms' global market participation in Guangdong
Baltagi, Badi H.; Egger, Peter; Kesina, Michaela - 2022
This paper proposes a Bayesian estimation framework for panel-data sets with binary dependent variables where a large number of cross-sectional units is observed over a short period of time, and cross-sectional units are interdependent in more than a single network domain. The latter provides...
Persistent link: https://www.econbiz.de/10012817934
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Contagious exporting and foreign ownership : evidence from firms in Shanghai using a Bayesian spatial bivariate probit model
Baltagi, Badi H.; Egger, Peter; Kesina, Michaela - 2018
Whether a firm is able to attract foreign capital and whether it may participate at the export market depends on whether the fixed costs associated with doing so are at least covered by the incremental operating profits. This paper provides evidence that success for some firms in attracting...
Persistent link: https://www.econbiz.de/10011822884
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Analyzing Credit Risk Data : A Comparison of Logistic Discrimination, Classification Tree Analysis, and Feedforward Networks
Arminger, Gerhard; Enache, Daniel; Bonne, Thorsten - 2004
status. The statistical techniques are logistic discriminant analysis with a simple mean effects model, classification tree …. However, the feedforward network produces different classification rules from the logistic discrimination and the … classification tree analysis. Therefore, an additional coupling procedure for forecasts is applied to produce a combined forecast …
Persistent link: https://www.econbiz.de/10014074106
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Empirical models of learning dynamics : a survey of recent developments
Ching, Andrew; Erdem, Tülin; Keane, Michael P. - 2016 - Revised July 16, 2016
There is now a very large literature on dynamic models in marketing. In a narrow sense, dynamics can be understood as a mechanism whereby past product purchases affect a person's current evaluation of the utility he/she will obtain from buying a product. Most of the prior literature has focussed...
Persistent link: https://www.econbiz.de/10011547587
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Bayesian bandwidth selection for a nonparametric regression model with mixed types of regressors
Zhang, Xibin; King, Maxwell L.; Shang, Han Lin - In: Econometrics : open access journal 4 (2016) 2, pp. 1-27
This paper develops a sampling algorithm for bandwidth estimation in a nonparametric regression model with continuous and discrete regressors under an unknown error density. The error density is approximated by the kernel density estimator of the unobserved errors, while the regression function...
Persistent link: https://www.econbiz.de/10011506243
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Bayesian Inference for Logistic Regression Models using Sequential Posterior Simulation
Geweke, John - 2013
The logistic specification has been used extensively in non-Bayesian statistics to model the dependence of discrete outcomes on the values of specified covariates. Because the likelihood function is globally weakly concave estimation by maximum likelihood is generally straightforward even in...
Persistent link: https://www.econbiz.de/10013084024
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Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects : An Application on Crime Recidivism in Canada
Bresson, Georges - 2020
This article develops a Bayesian approach for estimating panel quantile regression with binary outcomes in the presence of correlated random effects. We construct a working likelihood using an asymmetric Laplace (AL) error distribution and combine it with suitable prior distributions to obtain...
Persistent link: https://www.econbiz.de/10012842061
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Contagious Exporting and Foreign Ownership : Evidence from Firms in Shanghai Using a Bayesian Spatial Bivariate Probit Model
Baltagi, Badi H. - 2018
Whether a firm is able to attract foreign capital and whether it may participate at the export market depends on whether the fixed costs associated with doing so are at least covered by the incremental operating profits. This paper provides evidence that success for some firms in attracting...
Persistent link: https://www.econbiz.de/10012916953
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bqror : An R Package for Bayesian Quantile Regression in Ordinal Models
Rahman, Mohammad Arshad; Maheshwari, Prajual - 2021
This article describes an R package bqror that estimates Bayesian quantile regression for ordinal models introduced in Rahman (2016). The paper classifies ordinal models into two types and offers computationally efficient, yet simple, MCMC algorithms for estimating ordinal quantile regression....
Persistent link: https://www.econbiz.de/10013210768
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Bayesian panel quantile regression for binary outcomes with correlated random effects : an application on crime recidivism in Canada
Bresson, Georges; Lacroix, Guy; Rahman, Mohammad Arshad - 2020
This article develops a Bayesian approach for estimating panel quantile regression with binary outcomes in the presence of correlated random effects. We construct a working likelihood using an asymmetric Laplace (AL) error distribution and combine it with suitable prior distributions to obtain...
Persistent link: https://www.econbiz.de/10012163022