The paper proposes a structural approach to VAR analysis in panels, which takes into account responses to both idiosyncratic and common structural shocks, while permitting full cross member heterogeneity of the response dynamics. In the context of this structural approach, estimation of the loading matrices for the decomposition into idiosyncratic versus common shocks is straightforward and tra...

This paper assesses the impact of Swedish welfare-to-work programmes on labour market performance including wages, labour market status, unemployment duration and future welfare-to-work participation. We develop a structural dynamic model of labour supply which incorporates detailed institutional features of these policies and allows for selection on observables and unobservables. We estimate t...

The LISREL model, recently developed by Joreskog and his colleagues, is of great importance to students of aging and human development. Essentially, LISREL unites factor analysis and structural equation modeling. It is extremely general, permitting a wide variety of nonrecursive structural equation models while also permitting complex models involving measurement error. Thus, LISREL speaks to t...

This study examines experimentally, in situ, the influence of four scales of heterogeneity (0, 1, 10, 100 mm) and the hierarchical combination of those scales of heterogeneity (0 + 1 + 10, 0 + 1 + 100, 0 + 10 + 100, 0 + 1 + 10 + 100 mm) on the early establishment of a sessile marine littoral epibenthic community. The study was carried out in St. Andrews, New Brunswick (Canada) from July to Octo...

Since Newton (1642-1727) continuous time modeling by means of differential equations is the standard approach of dynamic phenomena in natural science. It is argued that most processes in behavioral science also unfold in continuous time and should be analyzed accordingly. After dealing with the essentials of stochastic differential equation modeling of panel data by means of structural equation...

This paper develops a new model and estimation procedure for panel data that allows us to identify heterogeneous structural breaks. We individual heterogeneity using grouped pattern. For each group, we allow common breaks in the coefficients. However, number, timing, size of these can differ across groups. develop hybrid fixed effects approach adaptive group fused Lasso. show our method consist...