Robust dynamic panel data models using ε-contamination
Badi H. Baltagi, Georges Bresson, Anoop Chaturvedi, Guy Lacroix
| Year of publication: |
2022
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|---|---|
| Authors: | Baltagi, Badi H. ; Bresson, Georges ; Chaturvedi, Anoop ; Lacroix, Guy |
| Published in: |
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80262-067-2. - 2022, p. 307-336
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| Subject: | Dynamic model | ε-contamination | g-priors | type-II maximumlikelihood posterior density | panel data | robust Bayesian estimator | two-stage hierarchy | Panel | Panel study | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532021000043B013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013194595