Bayesian analysis of panel data using an MTAR model

DOI10.1080/02664760500080132zbMath1121.62406OpenAlexW2011881227MaRDI QIDQ3592037

Man-Suk Oh, Dong Wan Shin, Yoon Young Jung

Publication date: 11 September 2007

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760500080132

zbMATH Keywords

MTARmodel selectionpanel dataMCMC

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Threshold effects in non-dynamic panels: Estimation, testing, and inference
• Estimation of posterior density functions from a posterior sample.
• Unit root tests in panel data: asymptotic and finite-sample properties
• Monte Carlo methods in Bayesian computation
• Sampling-Based Approaches to Calculating Marginal Densities
• Threshold Autoregression with a Unit Root
• Computing Bayes Factors Using a Generalization of the Savage-Dickey Density Ratio

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