Bayesian inference for random coefficient dynamic panel data models

DOI10.1080/02664763.2016.1214248OpenAlexW2500575181MaRDI QIDQ5138648

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Publication date: 4 December 2020

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

Full work available at URL: https://figshare.com/articles/journal_contribution/Bayesian_inference_for_random_coefficient_dynamic_panel_data_models/3509954

zbMATH Keywords

Metropolis algorithmBayesian inferenceGibbs samplingdynamic panel data

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Estimating long-run relationships from dynamic heterogeneous panels
• Sampling-Based Approaches to Calculating Marginal Densities
• On the Pooling of Time Series and Cross Section Data
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Handbook of econometrics. Vol. 5
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