1806 Ergebnisse, ab 11
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
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), 14, S. 163–206 | 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
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
DIW aktuell 33 / 2020

Corona-Tests sind zu selektiv, um auf tatsächliche Infektionszahlen zu schließen

Spätestens seit Ende März ist die Corona-Krise endgültig in Deutschland angekommen. Unklar ist aber bis heute, inwieweit die offizielle Fallzahl die tatsächliche Entwicklung der Epidemie widerspiegelt. Nutzen und Kosten einer möglichen Lockerung der einschränkenden Maßnahmen können allerdings nur dann sinnvoll betrachtet werden, wenn die Zahl der Erkrankten und die aktuelle Infektionsgeschwindigkeit ...

2020| Shan Huang

Heterogeneity in Macro-Finance: The Role of Disaggregate Dynamics in Aggregate Fluctuations; Dissertation

Berlin: Freie Univ. Berlin, FB Wirtschaftswiss., 2019, XXII, 147 S. | Khalid ElFayoumi

SOEPcampus@Bielefeld University (canceled)

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...

20.04.2020| Sandra Bohmann
Externe referierte Aufsätze

Comparing Self-Reported and Partnership-Inferred Sexual Orientation in Household Surveys

Research comparing heterosexuals with bisexuals and homosexuals in economics and the social sciences typically relies on two strategies to identify sexual orientation in existing survey data of general populations. Probing respondents to self-report their sexual orientation is generally considered the preferred option. Since self-reports are unavailable in most large multidisciplinary surveys, often ...

In: Journal of Official Statistics 35 (2019), 4, S. 777-805 | Simon Kühne, Martin Kroh, David Richter
1806 Ergebnisse, ab 11