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07/28/2023
Group integrative dynamic factor models for inter- and intra-subject brain networks
This work introduces a novel framework for dynamic factor model-based da...
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07/19/2023
Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
This work considers estimation and forecasting in a multivariate count t...
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07/19/2020
A Square-Root Second-Order Extended Kalman Filtering Approach for Estimating Smoothly Time-Varying Parameters
Researchers collecting intensive longitudinal data (ILD) are increasingl...
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07/09/2020
Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data
Intensive Longitudinal Data (ILD) is an increasingly common data type in...
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10/16/2019
An Instrumental Variable Estimator for Mixed Indicators: Analytic Derivatives and Alternative Parameterizations
Methodological development of the Model-implied Instrumental Variable (M...
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08/30/2018