Bayesian estimation and model comparison for linear dynamic panel models with missing values

DOI10.1111/anzs.12316zbMath1521.62031OpenAlexW3130721949MaRDI QIDQ6081856

Christian Aßmann, Unnamed Author

Publication date: 5 October 2023

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/anzs.12316

zbMATH Keywords

marginal likelihooddata augmentationmissing valuesdynamic linear panel regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Bayesian inference (62F15) Missing data (62D10)

Related Items

A Bayesian approach towards missing covariate data in multilevel latent regression models

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