Change-point processes are one flexible approach to model long time series. We propose a method to uncover which model parameter truly vary when a change-point is detected. Given a set of breakpoints, we use a penalized likelihood approach to select the best set of parameters that changes over...

Peer influences on academic outcomes are often studied using GPA as a proxy variable for students' academic effort. We show that this may bias the peer effects when the network includes isolated students. This is because GPA depends on unobserved factors that do not influence isolated and...