Methodology / Methodology

John Hartman, Independent Researcher

A Modified Double Bootstrap for Time-Series-Cross-Section/Panel Data: Robust to Error Autocorrelation, Heteroskedasticity, Fixed Effects and With Modifications Robust to Contemporaneous Correlation - James S Mosher, Ohio University-Main Campus

An Actuary Walks into the War Room: How a Model from Actuarial Science Can Help Forecast the Deadliness of War - Miles Donovan Williams, Denison University

Correcting Errors: Assessing the long-run multiplier and bootstrap-based tests for cointegration - Soren Jordan, Texas A&M University; Andrew Q Philips, University of Colorado

New Approaches to Forecasting Civil Violence and Geopolitical Crises - Mahda Soltani, University of Pennsylvania; Erik Wibbels, University of Pennsylvania; Jeremy Robert Springman, University of Pennsylvania

Rethinking the Cross-Lagged Panel Model: Limitations and Alternatives in Panel Data Analysis - Stanley Feldman, Stony Brook University; Adam R. Panish, Stony Brook University; Christopher Weber, University of Arizona; Bang Quan Quan Zheng, University of Texas at Austin

Thiago M.Q. Moreira, Louisiana State University

John Hartman, Independent Researcher