SOEP users are invited to submit proposals for the next round of the SOEP Innovation Sample (SOEP-IS). For those not yet familiar with SOEP-IS, this unique innovation sample offers great potential as a source of household micro-data, particularly for researchers seeking information that is not available in SOEP-Core—for example, specific information on households or on people’s opinions. ...
We introduce a command, fayherriot, that implements the Fay–Herriot model (Fay and Herriot, 1979, Journal of the American Statistical Association 74: 269–277), which is a small-area estimation technique (Rao and Molina, 2015, Small Area Estimation), in Stata. The Fay–Herriot model improves the precision of area-level direct estimates using area-level covariates. It belongs to the class of linear mixed ...
We are pleased to announce that on December 12, 2019 DIW Berlin will host the “Macroeconometric Workshop”. The workshop covers presentations of both methodological and applied contributions on the frontier of research in quantitative macroeconomics, with a focus on empirical research. The event is organized with the support of the Departments of Macroeconomics and Forecasting of DIW...
Different bootstrap methods and estimation techniques for inference for structural vector autoregressive (SVAR) models identified by generalized autoregressive conditional heteroskedasticity (GARCH) are reviewed and compared in a Monte Carlo study. The bootstrap methods considered are a wild bootstrap, a moving blocks bootstrap and a GARCH residual based bootstrap. Estimation is done by Gaussian maximum ...
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 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 ...
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 ...
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 ...
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...
Individuals and two-person teams play a hidden-action trust game with pre-play communication. We replicate previous results for individuals that non-binding promises increase cooperation rates, but this does not extend to teams. While teams promise to cooperate at the same rate as individuals, they consistently renege on those promises. Additional treatments begin to explore the basis for team behavior. ...
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