-
Burden Sharing in CSDP Military Operations
Military burden sharing has been a subject of repeated debates in NATO and the UN. Despite more modest goals, the European Union’s (EU) Common Security and Defense Policy (CSDP)... -
Multiple regression model averaging and the focused information criterion wit...
We consider multiple regression (MR) model averaging using the Focused Informati on Criterion (FIC). Our approach is motivated by the problem of implementing a mean-variance... -
Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochasti...
We develop a flexible modeling and estimation framework for a high-dimensional factor stochastic volatility (SV) model. Our specification allows for leverage effects, asymmetry... -
Two-Step Estimation of Incomplete Information Social Interaction Models with ...
In this study, we consider linear social interaction models under incomplete information that allow for missing outcome data due to sample selection. For model estimation,... -
Network Competition and Team Chemistry in the NBA
Abstract–We consider a heterogeneous social interaction model where agents interact with peers within their own network but also interact with agents across other (non-peer)... -
Counterfactual Analysis and Inference with Nonstationary Data
Recently, there has been growing interest in developing econometric tools to conduct counterfactual analysis with aggregate data when a single “treated” unit suffers an...
