Topic Survey Methodology and Data-Science

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1229 results, from 11
Externe referierte Aufsätze

Bayesian Inference for Structural Vector Autoregressions IdentifiEd by Markov-Switching Heteroskedasticity

In this study, Bayesian inference is developed for structural vector autoregressive models in which the structural parameters are identified via Markov-switching heteroskedasticity. In such a model, restrictions that are just-identifying in the homoskedastic case, become over-identifying and can be tested. A set of parametric restrictions is derived under which the structural matrix is globally or ...

In: Journal of Economic Dynamics & Control 113 (2020), 103862 | Helmut Lütkepohl, Tomasz Wozniak
Externe referierte Aufsätze

Constructing Joint ConfiDence Bands for Impulse Response Functions of Var Models: A Review

Methods for constructing joint confidence bands for impulse response functions which are commonly used in vector autoregressive analysis are reviewed. While considering separate intervals for each horizon individually still seems to be the most common approach, a substantial number of methods have been proposed for making joint inferences about the complete impulse response paths up to a given horizon. ...

In: Econometrics and Statistics 13 (2020), S. 69-83 | Helmut Lütkepohl, Anna Staszewska-Bystrova, Peter Winker
Diskussionspapiere 1871 / 2020

Structural Vector Autoregressive Models with more Shocks than Variables Identified via Heteroskedasticity

In conventional structural vector autoregressive (VAR) models it is assumed that there are at most as many structural shocks as there are variables in the model. It is pointed out that heteroskedasticity can be used to identify more shocks than variables. However, even if there is heteroskedasticity, the number of shocks that can be identified is limited. A number of results are provided that allow ...

2020| Helmut Lütkepohl
Diskussionspapiere 1872 / 2020

Active, or Passive? Revisiting the Role of Fiscal Policy in the Great Inflation

We reexamine whether pre-Volcker U.S. fiscal policy was active or passive. To do so, we estimate a DSGE model with monetary and fiscal policy interactions employing a sequential Monte Carlo algorithm (SMC) for posterior evaluation. Unlike existing studies, we do not have to treat each policy regime as distinct, separately estimated, models. Rather, SMC enables us to estimate the DSGE model over its entire ...

2020| Stephanie Ettmeier, Alexander Kriwoluzky
Diskussionspapiere 1870 / 2020

Difference-in-Differences to Identify Causal Effects of COVID-19 Policies

Policymakers have implemented a wide range of non-pharmaceutical interventions to fight the spread of COVID-19. Variation in policies across jurisdictions and over time strongly suggests a difference-in-differences (DD) research design to estimate causal effects of counter-COVID measures. We discuss threats to the validity of these DD designs and make recommendations about how researchers can avoid ...

2020| Andrew Goodman-Bacon, Jan Marcus
Diskussionspapiere 1867 / 2020

Way Off: The Effect of Minimum Distance Regulation on the Deployment of Wind Power

Several countries and regions have introduced mandatory minimum distances of wind turbines to nearby residential areas, in order to increase public acceptance of wind power. Germany’s largest federal state Bavaria introduced such separation distances of ten times the height of new wind turbines in 2014. Here, we provide a novel monthly district-level dataset of construction permits for wind turbines ...

2020| Jan Stede, Nils May
Externe referierte Aufsätze

Multiple Imputation of Binary Multilevel Missing Not at Random Data

We introduce a selection model‐based multilevel imputation approach to be used within the fully conditional specification framework for multiple imputation. Concretely, we apply a censored bivariate probit model to describe binary variables assumed to be missing not at random. The first equation of the model defines the regression model for the missing data mechanism. The second equation specifies ...

In: Journal of the Royal Statistical Society / Series C 69 (2020), 3, S. 547–564 | Angelina Hammon, Sabine Zinn
Externe referierte Aufsätze

Attrition and Selectivity of the NEPS Starting Cohorts: An Overview of the Past 8 Years

This article documents the number of target persons participating in the panel surveys of the National Educational Panel Study (NEPS) as well as the number of respondents who temporarily dropout and of those leaving the panel (attrition). NEPS comprises panel surveys with six mutually exclusive starting cohorts covering the complete life span. Sample sizes, numbers of participants and temporary as ...

In: AStA Wirtschafts- und Sozialstatistisches Archiv (2020), im Ersch. [online first: 2020-01-18] | Sabine Zinn, Ariane Würbach, Hans Walter Steinhauer, Angelina Hammon
Externe referierte Aufsätze

Analyzing Nonresponse in Longitudinal Surveys Using Bayesian Additive Regression Trees: A Nonparametric Event History Analysis

Increasing nonresponse rates is a pressing issue for many longitudinal panel studies. Respondents frequently either refuse participation in single survey waves (temporary dropout) or discontinue participation altogether (permanent dropout). Contemporary statistical methods that are used to elucidate predictors of survey nonresponse are typically limited to small variable sets and ignore complex interaction ...

In: Survey Research Methods 14 (2020), 2, | Sabine Zinn, Timo Gnambs
Externe referierte Aufsätze

Using Difference-in-Differences to Identify Causal Effects of COVID-19 Policies

Policymakers have implemented a wide range of non-pharmaceutical interventions to fight the spread of COVID-19. Variation in policies across jurisdictions and over time strongly suggests a difference-in-differences (DD) research design to estimate causal effects of counter-COVID measures. We discuss threats to the validity of these DD designs and make recommendations about how researchers can avoid ...

In: Survey Research Methods 14 (2020), 2, S. 153-158 | Andrew Goodman-Bacon, Jan Marcus
1229 results, from 11