Modeling and calculating the effect of treatment at baseline from panel outcomes
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Chib, Siddhartha & Greenberg, Edward, 1994. "Bayes inference in regression models with ARMA (p, q) errors," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 183-206.
- Chib, Siddhartha, 2001. "Markov chain Monte Carlo methods: computation and inference," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 57, pages 3569-3649, Elsevier.
- Mingliang Li & Dale J. Poirier & Justin L. Tobias, 2004.
"Do dropouts suffer from dropping out? Estimation and prediction of outcome gains in generalized selection models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(2), pages 203-225.
- Li, Mingliang & Poirier, Dale J & Tobias, Justin, 2003. "Do Dropouts Suffer from Dropping Out? Estimation and Prediction of Outcome Gains in Generalized Selection Models," Staff General Research Papers Archive 12013, Iowa State University, Department of Economics.
- Yau L.H.Y. & Little R.J., 2001. "Inference for the Complier-Average Causal Effect From Longitudinal Data Subject to Noncompliance and Missing Data, With Application to a Job Training Assessment for the Unemployed," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1232-1244, December.
- John M. Barron & Bradley T. Ewing & Glen R. Waddell, 2000. "The Effects Of High School Athletic Participation On Education And Labor Market Outcomes," The Review of Economics and Statistics, MIT Press, vol. 82(3), pages 409-421, August.
- Chib S. & Jeliazkov I., 2001. "Marginal Likelihood From the Metropolis-Hastings Output," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 270-281, March.
- Lee, Lung-Fei, 1978. "Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 415-433, June.
- Chib, Siddhartha & Hamilton, Barton H., 2002. "Semiparametric Bayes analysis of longitudinal data treatment models," Journal of Econometrics, Elsevier, vol. 110(1), pages 67-89, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Yijun Li & Cheuk Hang Leung & Xiangqian Sun & Chaoqun Wang & Yiyan Huang & Xing Yan & Qi Wu & Dongdong Wang & Zhixiang Huang, 2023. "The Causal Impact of Credit Lines on Spending Distributions," Papers 2312.10388, arXiv.org.
- Liana Jacobi & Helga Wagner & Sylvia Frühwirth-Schnatter, 2014. "Bayesian Treatment Effects Models with Variable Selection for Panel Outcomes with an Application to Earnings Effects of Maternity Leave," NRN working papers 2014-12, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Li, Mingliang & Mumford, Kevin J. & Tobias, Justin L., 2012. "A Bayesian analysis of payday loans and their regulation," Journal of Econometrics, Elsevier, vol. 171(2), pages 205-216.
- Anne Line Bretteville‐Jensen & Liana Jacobi, 2011.
"Climbing the drug staircase: a Bayesian analysis of the initiation of hard drug use,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(7), pages 1157-1186, November.
- Bretteville-Jensen, Anne Line & Jacobi, Liana, 2008. "Climbing the Drug Staircase: A Bayesian Analysis of the Initiation of Hard Drug Use," IZA Discussion Papers 3879, Institute of Labor Economics (IZA).
- Boyuan Zhang, 2022. "Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models," Papers 2211.16714, arXiv.org, revised Oct 2023.
- Wagner, Helga & Frühwirth-Schnatter, Sylvia & Jacobi, Liana, 2023. "Factor-augmented Bayesian treatment effects models for panel outcomes," Econometrics and Statistics, Elsevier, vol. 28(C), pages 63-80.
- Moreno, Elías & Girón, F.J. & Vázquez-Polo, F.J. & Negrín, M.A., 2012. "Optimal healthcare decisions: The importance of the covariates in cost–effectiveness analysis," European Journal of Operational Research, Elsevier, vol. 218(2), pages 512-522.
- Chib, Siddhartha & Jacobi, Liana, 2008. "Analysis of treatment response data from eligibility designs," Journal of Econometrics, Elsevier, vol. 144(2), pages 465-478, June.
- Jacobi, Liana & Wagner, Helga & Frühwirth-Schnatter, Sylvia, 2016. "Bayesian treatment effects models with variable selection for panel outcomes with an application to earnings effects of maternity leave," Journal of Econometrics, Elsevier, vol. 193(1), pages 234-250.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Chib, Siddhartha & Jacobi, Liana, 2008. "Analysis of treatment response data from eligibility designs," Journal of Econometrics, Elsevier, vol. 144(2), pages 465-478, June.
- Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima, 2004.
"Stochastic Volatility with Leverage: Fast Likelihood Inference,"
CIRJE F-Series
CIRJE-F-297, CIRJE, Faculty of Economics, University of Tokyo.
- Neil Shephard & Yashurio Omori & Faculty of Economics & University of Tokyo & Siddhartha Chib & Olin School of Business & Washington University & Jouchi Nakajima & Faculty of Economics & University of, 2004. "Stochastic volatility with leverage: fast likelihood inference," Economics Series Working Papers 2004-FE-16, University of Oxford, Department of Economics.
- Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima, 2004. "Stochastic volatility with leverage: fast likelihood inference," Economics Papers 2004-W19, Economics Group, Nuffield College, University of Oxford.
- Chib, Siddhartha & Greenberg, Edward, 2010. "Additive cubic spline regression with Dirichlet process mixture errors," Journal of Econometrics, Elsevier, vol. 156(2), pages 322-336, June.
- Chib, Siddhartha, 2004. "Markov Chain Monte Carlo Technology," Papers 2004,22, Humboldt University of Berlin, Center for Applied Statistics and Economics (CASE).
- Omori, Yasuhiro & Chib, Siddhartha & Shephard, Neil & Nakajima, Jouchi, 2007. "Stochastic volatility with leverage: Fast and efficient likelihood inference," Journal of Econometrics, Elsevier, vol. 140(2), pages 425-449, October.
- Chib, Siddhartha & Nardari, Federico & Shephard, Neil, 2006. "Analysis of high dimensional multivariate stochastic volatility models," Journal of Econometrics, Elsevier, vol. 134(2), pages 341-371, October.
- Chib, Siddhartha & Ramamurthy, Srikanth, 2010. "Tailored randomized block MCMC methods with application to DSGE models," Journal of Econometrics, Elsevier, vol. 155(1), pages 19-38, March.
- Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2016.
"Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution,"
International Journal of Forecasting, Elsevier, vol. 32(2), pages 437-457.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2014. "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series CIRJE-F-921, CIRJE, Faculty of Economics, University of Tokyo.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2015. "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series CIRJE-F-975, CIRJE, Faculty of Economics, University of Tokyo.
- Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2014. "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series CIRJE-F-949, CIRJE, Faculty of Economics, University of Tokyo.
- Deschamps, Philippe J., 2012. "Bayesian estimation of generalized hyperbolic skewed student GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3035-3054.
- Manabu Asai & Michael McAleer & Jun Yu, 2006.
"Multivariate Stochastic Volatility,"
Microeconomics Working Papers
22058, East Asian Bureau of Economic Research.
- Siddhartha Chib & Yasuhiro Omori & Manabu Asai, 2007. "Multivariate stochastic volatility," CIRJE F-Series CIRJE-F-488, CIRJE, Faculty of Economics, University of Tokyo.
- Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2018.
"A discrete/continuous choice model on a nonconvex budget set,"
Econometric Reviews, Taylor & Francis Journals, vol. 37(2), pages 89-113, February.
- Koji Miyawaki & Yasuhiro Omori & Akira Hibiki, 2013. "A Discrete/Continuous Choice Model on the Nonconvex Budget Set," CIRJE F-Series CIRJE-F-881, CIRJE, Faculty of Economics, University of Tokyo.
- Yuta Kurose & Yasuhiro Omori & Akira Hibiki, 2014. "A Discrete/Continuous Choice Model on a Nonconvex Budget Set," CIRJE F-Series CIRJE-F-942, CIRJE, Faculty of Economics, University of Tokyo.
- Justin Tobias, 2006.
"Estimation, Learning and Parameters of Interest in a Multiple Outcome Selection Model,"
Econometric Reviews, Taylor & Francis Journals, vol. 25(1), pages 1-40.
- Tobias, Justin, 2006. "Estimation, Learning and Parameters of Interest in a Multiple Outcome Selection Model," Staff General Research Papers Archive 12480, Iowa State University, Department of Economics.
- Nakajima, Jouchi & Kunihama, Tsuyoshi & Omori, Yasuhiro & Frühwirth-Schnatter, Sylvia, 2012.
"Generalized extreme value distribution with time-dependence using the AR and MA models in state space form,"
Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3241-3259.
- Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruwirth-Scnatter, 2009. "Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form," IMES Discussion Paper Series 09-E-32, Institute for Monetary and Economic Studies, Bank of Japan.
- Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruhwirth-Schnatter, 2011. "Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form," CIRJE F-Series CIRJE-F-782, CIRJE, Faculty of Economics, University of Tokyo.
- Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruhwirth-Schnatter, 2009. "Generalized extreme value distribution with time-dependence using the AR and MA models in state space form," CIRJE F-Series CIRJE-F-689, CIRJE, Faculty of Economics, University of Tokyo.
- Grassi, S. & Proietti, T., 2014.
"Characterising economic trends by Bayesian stochastic model specification search,"
Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 359-374.
- Grassi, Stefano & Proietti, Tommaso, 2010. "Characterizing economic trends by Bayesian stochastic model specifi cation search," MPRA Paper 22569, University Library of Munich, Germany.
- Stefano Grassi & Tommaso Proietti, 2011. "Characterizing economic trends by Bayesian stochastic model specification search," CREATES Research Papers 2011-16, Department of Economics and Business Economics, Aarhus University.
- Stefano Grassi & Tommaso Proietti, 2010. "Characterizing economic trends by Bayesian stochastic model specification search," EERI Research Paper Series EERI_RP_2010_25, Economics and Econometrics Research Institute (EERI), Brussels.
- Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori, 2017.
"Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes,"
Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(7), pages 1248-1268, May.
- Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori, 2015. "Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes ," CIRJE F-Series CIRJE-F-952, CIRJE, Faculty of Economics, University of Tokyo.
- Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori, 2015. "Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes ," CIRJE F-Series CIRJE-F-953, CIRJE, Faculty of Economics, University of Tokyo.
- Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori, 2015. "Bayesian Modeling of Dynamic Extreme Values: Extension of Generalized Extreme Value Distributions with Latent Stochastic Processes ," CIRJE F-Series CIRJE-F-952, CIRJE, Faculty of Economics, University of Tokyo.
- Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis, 2002.
"Interfirm Mobility, Wages and the Returns to Seniority and Experience in the U.S,"
Working Papers
2002-29, Center for Research in Economics and Statistics.
- Buchinsky, Moshe & Fougère, Denis & Kramarz, Francis & Tchernis, Rusty, 2005. "Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S," IZA Discussion Papers 1521, Institute of Labor Economics (IZA).
- Moshe Buchinsky & Denis Fougère & Francis Kramarz & Rusty Tchernis, 2008. "Interfirm Mobility, Wages, and the Returns to Seniority and Experience in the U.S," CAEPR Working Papers 2008-006, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Tong Li & Xiaoyong Zheng, 2008. "Semiparametric Bayesian inference for dynamic Tobit panel data models with unobserved heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 699-728.
- Lengua Lafosse, Patricia & Rodríguez, Gabriel, 2018. "An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 155-173.
- Nakajima, Jouchi & Omori, Yasuhiro, 2009.
"Leverage, heavy-tails and correlated jumps in stochastic volatility models,"
Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2335-2353, April.
- Jouchi Nakajima & Yasuhiro Omori, 2007. "Leverage, heavy-tails and correlated jumps in stochastic volatility models," CIRJE F-Series CIRJE-F-514, CIRJE, Faculty of Economics, University of Tokyo.
- IIBOSHI Hirokuni & MATSUMAE Tatsuyoshi & NISHIYAMA Shin-Ichi, 2014. "Sources of the Great Recession:A Bayesian Approach of a Data-Rich DSGE model with Time-Varying Volatility Shocks," ESRI Discussion paper series 313, Economic and Social Research Institute (ESRI).
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:140:y:2007:i:2:p:781-801. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.