3 citations · 5 across the 3 of their papers we have counts for
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econ.EM2021★ 1 cited
Forecasting with a Panel Tobit Model
Laura Liu, Hyungsik Roger Moon, Frank Schorfheide
We use a dynamic panel Tobit model with heteroskedasticity to generate forecasts for a large cross-section of short time series of censored observations. Our fully Bayesian approac…
econ.EM2021★ 1 cited
Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models
Laura Liu, Alexandre Poirier, Ji-Liang Shiu
Average partial effects (APEs) are often not point identified in panel models with unrestricted unobserved individual heterogeneity, such as a binary response panel model with fixe…