Bayesian analysis of dynamic panel data by penalized quantile regression

DOI10.1007/s10260-017-0392-0zbMath1387.62047OpenAlexW2748113553MaRDI QIDQ1742844

Ali Aghamohammadi

Publication date: 12 April 2018

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-017-0392-0

zbMATH Keywords

shrinkagepenalized regressionBayesian quantile regressiondynamic panel

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15)

Uses Software

• R

Cites Work

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