Bayesian inference for merged panel autoregressive model

DOI10.1080/03610926.2020.1858101OpenAlexW3113239332MaRDI QIDQ5096004

Varun Agiwal, Jitendra Kumar

Publication date: 12 August 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1858101

zbMATH Keywords

Bayesian inferencemerger \& acquisition seriespanel autoregressive model

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series analysis of dynamical systems (37M10)

Cites Work

• Estimating Vector Autoregressions with Panel Data
• Initial conditions and moment restrictions in dynamic panel data models
• Multivariate regression models for panel data
• Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
• Estimation of Dynamic Models with Error Components
• A semiparametric type II Tobit model for time-to-event data with application to a merger and acquisition study
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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