Request for Peer-Reviewers: Bayesian hierarchical modelling journal article


Myself and my co-author (Jangho Yang - Oxford) are looking for people to provide feedback on our paper. Any takers? 3 key facts about the model:

  • It uses brms() and is a Bayesian hierarchical model trying to explain investment of firms across countries and times. It uses a large data-set, 300,000 observations of publicly listed firm data. The large number of data points and variables estimated has brought in its own issues.

  • It uses a non-nested structure (countries:time interaction) and is hierarchical, in that our key explanatory variables of interest are estimated at the ‘fixed’, population-level, and at the ‘random’, group-level. This structure means that j=576 with 4 random effects estimated for each.

  • Finally, it separately adds a measurement error model/correction on top of the above, to account for attenuation bias (a frequent issue with this specific regression in econometrics).

We are looking please for feedback on the econometrics specification and its write-up, the results, and any further testing.

The person will be thanked when/if the paper gets published in an economics or finance journal.

A draft will be ready in two weeks time. Feedback will please be needed within 2 weeks time of receipt of paper; so by Mid-August. The paper will be approximately 6,000-7,500 words in length - not all of which may be relevant to the reviewer and their expertise.

The person does not have to be an economist / this is not what we are looking for.

Thank you in advance for any good samaritans out there!