Bayesian

Bayesian Inference of Network Formation Models with Payoff Externalities
This paper provides a novel approach to identification and estimation of a network formation model using observed network data, where …
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Nonlinear Panel Data Methods for Multivariate Fractional Outcomes
This paper expands the applied researcher’s toolkit for dealing with nonlinear panel data models with unobserved heterogeneity …
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Copula Estimation and Variable Selection with Multivariate Fractional Outcomes
This paper introduces a unified estimation methodology using copulas for multivariate fractional outcomes with a conditional mean …
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Forecasting from Others’ Experience: Bayesian Estimation of the Generalized Bass Model
We propose a Bayesian estimation procedure for the generalized Bass model that is used in product diffusion models. Our method …
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Welfare Gains of the Poor: An Endogenous Bayesian Approach with Spatial Random Effects
We introduce a Bayesian instrumental variable procedure with spatial random effects that handles endogeneity, and spatial dependence …
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