Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
Year of publication: |
2022
|
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Authors: | Ando, Tomohiro ; Bai, Jushan ; Li, Kunpeng |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 230.2022, 1, p. 20-38
|
Subject: | Cross-sectional and serial dependence | Endogeneity | Factor analysis | Heterogeneous panel | Nonlinear panel data | Panel | Panel study | Faktorenanalyse | Bayes-Statistik | Bayesian inference | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
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