Topics on Dynamic Panel Data Models with Random Effects Using Semi-Parametric Bayesian Approach

DOI10.1080/03610926.2012.673672zbMath1462.62421OpenAlexW2034662115MaRDI QIDQ5419671

Iraj Kazemi, Reyhaneh Rikhtehgaran

Publication date: 11 June 2014

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

Full work available at URL: https://doi.org/10.1080/03610926.2012.673672

zbMATH Keywords

initial conditionsGibbs samplingDirichlet process mixtureinformation criteriaserially correlated errors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric inference (62G99)

Related Items (1)

On estimation of two-dimensional dynamic panel model with confounders

Uses Software

• WinBUGS
• Stata
• BUGS

Cites Work

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• Formulation and estimation of dynamic models using panel data
• Nonparametric hierarchical Bayes via sequential imputations
• Estimation in Dirichlet random effects models
• On selecting a prior for the precision parameter of Dirichlet process mixture models
• A Bayesian analysis of some nonparametric problems
• Bayesian Statistical Modelling
• Bayesian Inference in Semiparametric Mixed Models for Longitudinal Data
• Markov chain Monte Carlo in approximate Dirichlet and beta two-parameter process hierarchical models
• GMM Estimation with persistent panel data: an application to production functions
• A Semiparametric Bayesian Approach to the Random Effects Model
• Bayesian Measures of Model Complexity and Fit
• Estimating normal means with a conjugate style dirichlet process prior
• Semiparametric Bayesian Inference in Autoregressive Panel Data Models
• Deviance information criteria for missing data models

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