Model occurrence and model selection in panel data sets

DOI10.1016/0304-4076(81)90006-3zbMath0488.62094OpenAlexW1995074203MaRDI QIDQ1166225

Dale J. Poirier, Steven Klepper

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90006-3

zbMATH Keywords

model selectionpanel datamixed estimation approachesmodel occurrence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (2)

Comparing and choosing between two models with a third model in background ⋮ Causal relationships and replicability

Cites Work

• Selection of Regressors
• Note on a Large-Sample Result in Specification Analysis
• Strong Inconsistency from Uniform Priors
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• Estimating Mixtures of Normal Distributions and Switching Regressions
• Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model
• A New Approach to Estimating Switching Regressions
• ON AUTOREGRESSIVE TIME SERIES
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