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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
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
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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
SOEPcampus

SOEPcampus@University of Osnabrück

This two day workshop offers a well-grounded and practically oriented introduction into this sophisticated data source. Participants will be introduced to the content of the study, its data-structure, sample selection and weighting strategy and they will be provided with an overview over the study documentation. Additionally we will discuss the specific potentials for longitudinal data analyses...

22.10.2019| Johannes König
Externe referierte Aufsätze

The Need for Household Panel Surveys in Times of Crisis: The Case of SOEP-CoV

The spread of the novel coronavirus, SARS-CoV-2, poses major challenges for individuals and societies at large. The question now is how individuals and society are dealing with these challenges, and what health, psychological, social, and economic effects they will have to bear. Meaningful answers can only be provided using a generalizable database that contains contextual information such as family ...

In: Survey Research Methods 14 (2020), 2, S. 195-203 | Simon Kühne, Martin Kroh, Stefan Liebig, Sabine Zinn
SOEPcampus

SOEPcampus@Home

The German Socio-Economic Panel Study is a representative panel study for the German population, collecting data on a broad variety of topics of everyday life, including general wellbeing, household composition, educational aspirations and educational status, income and occupational biographies, leisure time activities, housing, health, political orientation and more. With its long running panel...

09.11.2020| Sandra Bohmann
Diskussionspapiere 1876 / 2020

Heteroskedastic Proxy Vector Autoregressions

In proxy vector autoregressive models, the structural shocks of interest are identified by an instrument. Although heteroskedasticity is occasionally allowed for, it is typically taken for granted that the impact effects of the structural shocks are time-invariant despite the change in their variances. We develop a test for this implicit assumption and present evidence that the assumption of time-invariant ...

2020| Helmut Lütkepohl, Thore Schlaak
SOEPcampus

SOEPcampus@Home

The German Socio-Economic Panel Study is a representative panel study for the German population, collecting data on a broad variety of topics of everyday life, including general wellbeing, household composition, educational aspirations and educational status, income and occupational biographies, leisure time activities, housing, health, political orientation and more. With its long running panel...

10.08.2020| Sandra Bohmann
SOEP Annual Report 1 / 2020

SOEP Annual Report 2019

2020| SOEP Group
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