2 papers
stat.ME2025
A correlated pseudo-marginal approach to doubly intractable problems
Yu Yang, Matias Quiroz, Robert Kohn +1
Doubly intractable models are encountered in a number of fields, e.g. social networks, ecology and epidemiology. Inference for such models requires the evaluation of a likelihood f…
econ.EM2025
Hidden Group Time Profiles: Heterogeneous Drawdown Behaviours in Retirement
Igor Balnozan, Denzil G. Fiebig, Anthony Asher +2
This article investigates retirement decumulation behaviours using the Grouped Fixed-Effects (GFE) estimator applied to Australian panel data on drawdowns from phased withdrawal re…