Robust Priors in Nonlinear Panel Data Models
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Publication:3623079
DOI10.3982/ECTA6895zbMath1161.62078MaRDI QIDQ3623079
Stéphane Bonhomme, Manuel Arellano
Publication date: 16 April 2009
Published in: Econometrica (Search for Journal in Brave)
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)
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