Semiparametric Bayesian Inference in Autoregressive Panel Data Models
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Publication:5474980
DOI10.1111/1468-0262.00305zbMath1121.62557OpenAlexW3124440441MaRDI QIDQ5474980
Publication date: 16 June 2006
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1468-0262.00305
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Bayesian inference (62F15) Statistical methods; economic indices and measures (91B82)
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