Hidden Group Time Profiles: Heterogeneous Drawdown Behaviours in Retirement

no code implementations • 3 Sep 2020 • Igor Balnozan, Denzil G. Fiebig, Anthony Asher, Robert Kohn, Scott A. Sisson

This article investigates retirement decumulation behaviours using the Grouped Fixed-Effects (GFE) estimator applied to Australian panel data on drawdowns from phased withdrawal retirement income products.

Efficient data augmentation for multivariate probit models with panel data: An application to general practitioner decision-making about contraceptives

1 code implementation • 19 Jun 2018 • Vincent Chin, David Gunawan, Denzil G. Fiebig, Robert Kohn, Scott A. Sisson

This article considers the problem of estimating a multivariate probit model in a panel data setting with emphasis on sampling a high-dimensional correlation matrix and improving the overall efficiency of the data augmentation approach.

Computation Applications Methodology