In missing data analysis, there is often a need to assess the sensitivity of key inferences to departures from untestable assumptions regarding the missing data process. Such sensitivity analysis often requires specifying a missing data model that commonly assumes parametric functional forms for...

Using a unique panel dataset and a new model, this article investigates the dynamic effects of counterfeit sales on authentic-product price dynamics. We propose a Bayesian random-changepoint simultaneous equation model that simultaneously takes into account three important features in empirical...

In missing data analysis, there is often a need to assess the sensitivity of key inferences to departures from untestable assumptions regarding the missing data process. Such sensitivity analysis often requires specifying a missing data model which commonly assumes parametric functional forms...

Copulas are full measures of dependence among random variables. They are increasingly popular among academics and practitioners in financial econometrics for modeling comovements between markets, risk factors, and other relevant variables. A copula's hidden dependence structure that couples a...

The analysis of panel data with non-monotone nonresponse often relies on the critical and untestable assumption of ignorable missingness. It is important to assess the consequences of departures from the ignorability assumption. Non-monotone nonresponse, however, can often make such sensitivity...

Using a unique panel dataset and a new model, this article investigates the dynamic effects of counterfeit sales on authentic-product price dynamics. We propose a Bayesian random-changepoint simultaneous equation model that simultaneously takes into account three important features in empirical...

In missing data analysis, there is often a need to assess the sensitivity of key inferences to departures from untestable assumptions regarding the missing data process. Such sensitivity analysis often requires specifying a missing data model which commonly assumes parametric functional forms...

Databases play a central role in evidence-based innovations in business, economics, social, and health sciences. In modern business and society, there are rapidly growing demands for constructing analytically valid databases that also are secure and protect sensitive information in order to meet...

In marketing applications, it is common that some key covariates in a regression model, such as marketing mix variables or consumer profiles, are subject to missingness. The convenient method that excludes the consumers with missingness in <i>any</i> covariate can result in a substantial loss of...