Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity

DOI10.1016/j.jeconom.2020.11.013OpenAlexW3118912082WikidataQ114161724 ScholiaQ114161724MaRDI QIDQ114810

Jushan Bai, Tomohiro Ando, Kunpeng Li, Kunpeng Li, Jushan Bai, Tomohiro Ando

Publication date: September 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.11.013

zbMATH Keywords

endogeneityfactor analysisnonlinear panel dataheterogeneous panelcross-sectional and serial dependence

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items

Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity ⋮ PDMIF

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