The intercept of the binary response model is not regularly identified (i.e., √n consistently estimable) when the support of both the special regressor V and the ...

"Logistic and Poisson Regression," Wednesday, November 5: The fourth LISA mini course focuses on appropriate model building for categorical response data, specifically binary and count data. The most ...

Semivarying models extend varying coefficient models by allowing some regression coefficients to be constant with respect to the underlying covariate(s). In this paper we develop a semivarying joint ...

Successful implementation of macroprudential policy is contingent on the ability to identify and estimate systemic risk in real time. In this paper, systemic risk is defined as the conditional ...