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Heteroskedastic Proxy Vector Autoregressions: An Identification-Robust Test for Time-Varying Impulse Responses in the Presence of Multiple Proxies

We propose a test for time-varying impulse responses in heteroskedastic structural vector autoregressions that can be used when the shocks are identified by external proxy variables as a group but not necessarily individually. The test is robust to the identification scheme for identifying the shocks individually and can be used even if the shocks are not identified individually. The asymptotic analysis ...

Introducing Open Data Format: A Platform-Independent, Non-Proprietary, Metadata-Enriched, Multilingual Data Format and its Implementation in R and Stata

This paper introduces the Open Data Format (ODF), a new, non-proprietary, multilingual, metadata enriched, and zip-compressed data format that meets the FAIR Guiding Principles for scientific data management and stewardship. The data format is specified as a CSV file with the raw data and an XML file containing the metadata both compressed into a zip file with the .zip extension. Data files can ...

SOEP Annual Report 2023

Validating an Index of Selection Bias for Proportions in Non-probability Samples

Fast online surveys without sampling frames are becoming increasingly important in survey research. Their recruitment methods result in non-probability samples. As the mechanism of data generation is always unknown in such samples, the problem of non-ignorability arises making vgeneralisation of calculated statistics to the population of interest highly questionable. Sensitivity analyses provide a ...

Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis

The shocks in structural vector autoregressive (VAR) analysis are typically assumed to be instantaneously uncorrelated. This condition may easily be violated in proxy VAR models if more than one shock is identified by a proxy variable. Correlated shocks may be obtained even if the proxies are uncorrelated and satisfy the usual relevance and exogeneity conditions individually. Examples from the recent ...

Learn to use the SOEP over lunch

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 well-being, 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...

SOEP-IS: Auswahl vielversprechender Module – diesjähriger Call for Submissions entfällt

Im letzten Jahr erhielten wir wieder zahlreiche Anträge für die SOEP-Innovations-Stichprobe (SOEP-IS). Nach Auswahl der besten Module freuen wir uns zu berichten, dass wir das Potenzial der Daten deutlich erweitern konnten. Zurzeit führen wir außerordentlich viele spannende Kooperationen, laufende Projekte und Längsschnitt-Innovationsmodule durch. Aufgrund der Vielzahl neuer Projekte wird der Call ...

Die nachhaltige Nutzung qualitativer Organisationsdaten: Eine Untersuchung zu den Voraussetzungen und den Analysepotenzialen der Sekundäranalyse qualitativer Interviewdaten in der Organisationsforschung

State of DDI Cloud

As the DDI community continues to grow, an increasing number of repositories are providing their metadata in various DDI formats. However, the current landscape of DDI metadata standards usage is not well understood. Understanding this landscape is crucial as it helps identifying usage patterns, improve interoperability, and guide future developments. To address this research gap, we investigated the ...

From Concurrent to Push-To-Web Mixed-Mode: Experimental Design Change in the German Social Cohesion Panel

Research shows that concurrent and sequential self-administered mixed-mode designs both have advantages and disadvantages in terms of panel survey recruitment and maintenance. Since concurrent mixed-mode designs usually achieve higher initial response rates at lower bias than sequential mixed-mode designs, the former may be ideal for panel recruitment. However, concurrent designs producea high share ...